Unfortunately, it cannot be done directly. IMO, there was no good reason for Microsoft to not carry this feature over from the classic context menu. The issues with the old menu are caused by in-process context menu handlers. The context menu items adding via the registry were never a problem.
Anyhow, the workaround is to use the tool Custom Context Menu. Note that it shows a price of $0.99 but if you click that button, you'll see that it has an unlimited free trial.
Personally, I prefer to use the classic context menu. You can use my free SwitchExplorer to switch back to the old menu (but I'm guessing you already know about switching and prefer to use the new menu).
For now, if you want to directly add your own items to the new menu, you have to learn to program a DLL, designed for the new context menu, in C++ and code-sign the assembly. It's hard even for experienced programmers. I'm currently working on a program that will appear in the both the new and classic context menu and it's taken me way too many hours to get everything working correctly.