Shortcut menus are also known as contextual menus or context menus.

Apple's description:

The menu that appears when a user presses the Control key and clicks an item on the screen. In user documentation, use shortcut menu, not contextual menu. However, you can refer to the menu parenthetically as a contextual menu on first reference for users who may be more familiar with that term.

A shortcut menu (also called a contextual menu) appears.

(from the Apple Publications Style Guide, 2009)