I created a custom marker service that added a popup menu just under the
Copy/Edit/Paste portion of the code window's context menu, with the
following .CTC. To only have them visible when the debugger is active, you
could probably just add the commands or menu to the .CTC's
VISIBILITY_SECTION so that it was only visible in the context of a debug
session.

CMDS_SECTION guidRGSServicesPkg

   MENUS_BEGIN
     // NewMenu                              Relative to Group            
         Priority    Type        Name                    Text
     guidRGSServicesPkg:RGSInsertMenu, guidRGSServicesPkg:RGSMarkerGroup,
0x400,  , "Insert &RGS Marker";

   MENUS_END

   NEWGROUPS_BEGIN
     // NewGroup                             Parent Group                  
         Priority
     guidRGSServicesPkg:RGSInsertCmds, guidRGSServicesPkg:RGSInsertMenu,
0x0000;
     guidRGSServicesPkg:RGSMarkerGroup, guidRGSServicesPkg:RGSMarkersCtx
,0x0200;
   NEWGROUPS_END

  BUTTONS_BEGIN
   // Command                    Parent Group                Priority    
Image            Type    Visibility        
  guidRGSServicesCmdSet:cmdidInsertGlyphMarker,
guidRGSServicesPkg:RGSInsertCmds, 0x100, OI_NOID, BUTTON, , "&Glyph Marker";
  guidRGSServicesCmdSet:cmdidInsertSelMarginMarker,
guidRGSServicesPkg:RGSInsertCmds, 0x101, OI_NOID, BUTTON, , "&Selection
Margin Marker";
  guidRGSServicesCmdSet:cmdidInsertLineMarker,
guidRGSServicesPkg:RGSInsertCmds, 0x102, OI_NOID, BUTTON, , "&Line Marker";
  guidRGSServicesCmdSet:cmdidInsertBorderMarker,
guidRGSServicesPkg:RGSInsertCmds, 0x103, OI_NOID, BUTTON, , "&Border
Marker";
  guidRGSServicesCmdSet:cmdidInsertDraggableMarker,
guidRGSServicesPkg:RGSInsertCmds, 0x104, OI_NOID, BUTTON, , "&Draggable
Marker";

       // Those commands are not defined as shared command, so they use
our package CLSID
       // as the command set GUID. Also, by specifying blank for the
FLAGS, this command is
       // default visible and enabled. Other valid values for FLAGS are
the following:
       //    DEFAULTDISABLED, DEFAULTINVISIBLE, DYNAMICVISIBILITY,
TEXTCHANGES
       // These values for FLAGS can be or'ed together, e.g.
"DEFAULTINVISIBLE | DYNAMICVISIBILITY"
       // If you do not want an image next to your command, set the image
to "guidOfficeIcon:msotcidNoIcon"

  BUTTONS_END

  BITMAPS_BEGIN
   // Bitmap                          Bitmap Index, Bitmap Index, ...
     guidRGSServicesCmdSet:IDB_MENU_IMAGES,    bmpPic1, bmpPic2,
bmpPicSmile, bmpPicX, bmpPicArrows;
  BITMAPS_END

CMDS_END

CMDPLACEMENT_SECTION
   // Command                             Group                            
   Priority
  guidRGSServicesPkg:RGSMarkerGroup, guidSHLMainMenu:IDM_VS_CTXT_CODEWIN,
0x0400;   
CMDPLACEMENT_END

Sincerely,
Ed Dore [MSFT]

This post is 'AS IS' with no warranties and confers no rights.