Sony Vegas allows plugin developers to store arbitrary data in a project, so it can be retrieved afterwards for the same or another plugin.
Is that possible at all in premiere?
Yes, though you'll need to be more specific about what type of plug-in you're interested in making. PPro has many APIs.
Sorry, you're right. I'm interested in Panels right now.
Panels can't stuff just anything into the project file; rather, they can modify the XMP metadata, and/or private project metadata, of any project item.
PProPanel shows this.