I don't think such a cheat type would have that great a use to be honest (most select cheats either start with 0 or 1)...there's many more pressing things to fix in the cheat engine but Ian has disappeared, . For the occasional game that may require some other values you can always link in a force range cheat, - though in such cases the cheat may not always work as required. For the cheat below you can choose 0-11...though the force range will make sure a 0 ,1 or a 2 are poked as a 3 so that's just a minor gripe.
:ohmygod:00000100:705823:0000000B:FFFFFFFF:Select Worm Length PL1:Anything chosen less than 3 will be taken as a 3
:ohmygod:00010010:705823:00000003:0000030B:Select Worm Length PL1 (2/2)
:ohmygod:00000000:70424D:00000009:FFFFFFFF:PL1 Infinite Jump Bonus
:ohmygod:00000001:705859:00000000:FFFFFFFF:Set Clear Point to 0 now!
:ohmygod:00010001:70585A:00000000:FFFFFFFF:Set Clear Point to 0 now! 2/3
:ohmygod:00010001:70585B:00000000:FFFFFFFF:Set Clear Point to 0 now! 3/3
:ohmygod:00000901:705855:00000099:FFFFFFFF:Select Next Level
:ohmygod:00000901:705888:00000099:FFFFFFFF:Select Current Level
:ohmygod:00000000:704229:00000009:FFFFFFFF:PL1 Max Jump Bonus = 9
:ohmygod:00000100:707823:0000000B:FFFFFFFF:Select Worm Length PL2 [VS Mode]:Anything chosen less than 3 will be taken as a 3
:ohmygod:00010010:707823:00000003:0000030B:Select Worm Length PL2 [VS Mode] (2/2)