Add a link to Themer in this menu:
That is a pretty decent one, thanks! 
Indeed, I have been triggered by this a few times!
Although the Gutenberg team doesn’t let us hook into this easily except with the Dashboard menu item. My original thought was to overwrite the link and redirect to the Themer by default (while allowing the user to remove it if wanted).
If possible, add to this button 
a menu that the user can configure in the main settings (e.g.: HomePage Themer, Templates, Wordpress Dashboard, Pages, Post, Plugins, etc.)
That’s a pretty decent idea @Louis.
Even if it would be easier to implement an additional menu item in the “Editor” menu (if you mean that), I would go the route you mentioned, because it’s just a more straightforward / better user experience from my perspective.
Editor menu items should be present to move inside the editor between different areas without leaving it.
The Cwicly themer is not a part of that, it is just the starting point to enter the Editor, so it would be great to arrive exactly there again, when leaving the Editor.