I use a streamdeck with VS Code [1] and it's been really nice. You can map any actions that you could run with Ctrl+Shift+P (the command bar) and also have it send commands to the vscode terminal. Works great for me, including on remote servers connected through vscode.
On mine I have a key for reload window, start debugging/compile, and all the actions for the debugger (step through, pause, next etc).
[1]: https://marketplace.visualstudio.com/items?itemName=nicollas...