Some of my products have numeric features smaller than 0.1
But CS-Cart makes changes the amount to whole numbers. So 0.001 becomes 0. Its displaying well in the filter, but not on the features page.
Is this something that I can change with a setting somewhere or is this a bug?
Not really a bug. They assume all pricing is in currency units and that uses rounding for lesser amounts. So $0.005 would equate to $0.01. You could change this, but there are many locations (and db table) and most pay providers want valid currency amounts.
It's related to product specifications / features. Not price.
If product features (selectbox>number) and price are connected in setup then this is a bug.