Unforunately I've bricked my former laptop, which had an integrated Sierra Wireless datacard, so I can't check if you can enter USSD-commands through Sierra's Watcher. But you can definitely enter USSD codes with a small third-party tool called MDMA, which you can download from
MDMA - a Mobile Data Monitoring Application
Just make sure Sierra Watcher has been completely shut down before you run MDMA, as the datacard can only be accessed by one application at once.