The key question that one has to answer is: if there is a snapshot quote with a time stamp of 09:20, should the quote be included in the first M5 bar or the second? If handled in the first bar, it would be the close price of the bar; if the second, it would be the open price of the next bar. A similar consideration would apply to the volume value of that quote. I am fairly certain that different graphing software would handle this differently by default, and their settings would have to be adjusted to meet your decision. Certain data providers, investbulls comes to mind, timestamp their M1 data as 09:15:59, 09:16:59, etc., and as you mentioned it caters well to Ami's default handling of time-stamps.
In my view, with a market start time of 09:15, the first M1 quote covers the range > 09:15 to <= 9:16, and the first M5 quote covers > 09:15 to <= 09:20. It would be more definitive, if you could hand-craft some data, and check how Ami handles the display under various configuration settings and display intervals.
Your suggestion to optionally feed Ami with pure snapshot data, without aggregating as M1, is excellent. However, you should reconfirm that it would not cause problems when merged with backfill data that is only available as M1 from the NOW/Nest source. Also, unless you are using constant volume bars or 89 tick charts (the term tick being very misued), I would love to hear the reason behind your need/preference.