I assume your looking for a context-menu that will remain static (i.e. the added menu item will be there through the use of all commands etc).
You could attempt to join the following examples: (I am unsure if this would work, but the concept is solid).
-Context-menu example by Kean
here,
-Instead of requesting the menu items after a command, specify it on startup similar to
here.
The idea is that when AutoCAD starts up or initializes/opens a drawing, the code specified begins. This should give you the desired result.
However, this is only a theory.
