Inside my control, I have:
ContextMenu = new ContextMenu();
ContextMenu.MenuItems.Add(new MenuItem(\"&Add Item\", onAddSpeaker));
ContextMenu.MenuItems.A         
        Horizontal separators are cool, but what if you want a vertical separator instead?
Well, worry ye not - you can have one!
Set BarBreak property to true on the MenuItem which should be the first one after the seperator:
var item = new MenuItem(text: "Settings", onClick: SomeFunction) { BarBreak = true };
To add the item to a MenuItems collection: yourContextMenu.MenuItems.Add(item).
ContextMenu has a constructor which receives an array of MenuItem objects. Needless to say, you can't add a string to that array. You can however get a seperator by adding a new MenuItem("-"):
    var contextMenu = new ContextMenu(new[]
    {
        timerMenuItem,
        keypressMenuItem,
        new MenuItem("-"), // Seperator
        new MenuItem(text: "Exit", onClick: (sender, args) => Application.Exit())
    });