6.3, the command palette, and a shortcut I actually use

A command palette in the site editor, which sounds like a small addition and removes most of the navigating.

⌘K, then type:

  "header"      → edit the header template part
  "404"         → edit the 404 template
  "styles"      → open the global styles panel
  "add pattern" → the pattern creation flow

and it is extensible:
  wp.data.dispatch('core/commands').registerCommand({...})

Registering a command for a task the client does weekly is four lines and puts it in the same place as everything else, which is worth more than another admin menu item. The palette is site-editor only in this release, which is the limitation to remember when it starts feeling like it should work everywhere.