- Open Automator 
- File -> New -> Service 
- Change "Service Receives" to "files or folders" in "Finder" 
- Add a "Run Shell Script" action 
- Change "Pass input" to "as arguments" 
- Paste the following in the shell script box: open -n -b "com.microsoft.VSCode" --args "$*" 
- Save it as something like "Open in Visual Studio Code"