Hi,
I'm not aware of the option (it might somehow exist, but don't know for sure) and this is not really an answer to your question, but it is related.
One thing that might be of interest for you is to try out vmware-kvm in the VMware bin folder.
It doesn't get you a menu shortcut key, but it is a full screen interface for using your VM's. It also allows you to loop through your VM's (and also your host) by pressing just a single button.
Some links:
https://blogs.vmware.com/workstation/2014/03/whats-cool-vmware-kvm-utility.html
https://docs.vmware.com/en/VMware-Workstation-Pro/15.0/vmware-kvm.pdf
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Wil
