Nemo, the cinnamon DE (Desktop Environment) file manager, supports adding actions and scripts easily by adding a config file in ~/.local/share/nemo.

So, for adding the open in vscode option, you just need to place the file vscode.nemo_action in the actions folder in the mentioned directory.

wget https://raw.githubusercontent.com/mhsattarian/nemo-open-in-vscode/master/vscode.nemo_action -O ~/.local/share/nemo/actions/vscode.nemo_action

Or, clone this repository and run:

cp nemo-open-in-vscode/vscode.nemo_action ~/.local/share/nemo/actions