That menu is managed by Actor factories, which not only manages that menu and not just place specific classes of actor, but different setups of it, they also manage asset drag and drop to world. So you need to make UActorFactory and properly set it varables and override proper function whatever you want it to make,most importantly NewActorClass to have class of actor you want to spawn, bShowInEditorQuickMenu should be true and you should also set DisplayName
https://docs.unrealengine.com/4.27/en-US/API/Editor/UnrealEd/ActorFactories/UActorFactory/
Note that this class in UnrealEd module so your module also need to be editor only or else packaging of game gonna fail