You can add or remove 'Open With' on Context Menu for BAT or URL files in Windows 11/10 by following the instructions laid down in this post.

Fix Missing Open With option in the right-click context menu of Windows. You need to edit the Registry to add back the Open With item to Context Menu.

When you are finished adding applications to the Windows 11 context menu, exit out of the Registry Editor. Now, when you open the Windows 11 context menu you will see new applications listed, as ...

You can add a new file type to the New item section of the Windows 10 Context Menu, but you will have to edit the Windows Registry. Here is how you do it.