Right-click > "Pick Layer" - list just the objects/layers under mouse position
In Sketch, you can right-click any area of an artboard and select any of the layers that are under the cursor. This is immensely helpful in selecting layers covered by other layers (eg, rectangles covered by text). And in the absence of a layers panel, it is the only way (that I know of). In any case, it's the most convenient way to do so.
Kieran Kelly commented
This is an important feature for me when trying to organise relatively complex artwork with multiple folders. Multiple clicking is tedious, and feels wrong. Sketch has this feature.
Selecting from outer groups to sub groups till single elements is a cool feature of AdobeXD. The selection method is much better than that of Adobe Illustrator. But sometimes objects are just stacked up on on top of the other (even trasparents above transparents!) and selecting the right one is very hard.
A solution would be an option to display a "stacking list" of elements under the mouse to chose from when clicking if you press at the same time some alt/ctrl key.
This special selection mode would be very useful, especially if you display a small preview thumb of the graphic element beside each element of the list, so that you can recognize it, and at the same time highlight the element when you hover with the mouse on the correspondent entry in the list.
This stacking menu can appear/disappear in the properties and tool sidebar when you press the alt/ctrl key, so that moving the mouse around refresh the stcking list in realtime with all the elements below the mouse pointer.