Yes, this is totally doable.  I would approach it as follows:

Use the wizard to create a new ADDIN for Visual Studio.

In the UISetup part of your OnConnection interface, I would use
AddNamedCommand() to create "export" and "import" commands.  (The wizard code
includes one command so you can crib from that).

I would add your "export" and "import" commands to the right-click menu for
the toolbox, seems like the most logical place to do it.  That would work
something like this:

(cmdExport is the return value from AddNamedCommand, app is your cached
pointer to the DTE object)

// Get the right-click menu for the toolbox
popupMenu = app.CommandBars["Toolbox Tab"];

Microsoft.Office.Core.CommandBarButton export =
(Microsoft.Office.Core.CommandBarButton)cmdExport.AddControl(popupMenu,
popupMenu.Controls.Count );
export.Style = MsoButtonStyle.msoButtonAutomatic;
export.BeginGroup = true;

(In the above case I'm adding it as the last item on the menu and putting it
into its own group).

In the QueryStatus and Exec, implement handlers for your export and import
commands.  (Again, you can crib from the example the wizard provides).  Of
course what UI you provide is up to you, it could be a dialog or whatever.

Hope that helps.

--Tim Farley