I’m not sure that using RadioButton items inside a KryptonContextMenu is as useful as some of the previous additions but maybe some developers will find it handy. In fact one of the things you learn early on with custom controls is that developers will use them in ways you would never have thought of. Often a feature that seems of marginal value turns out to be crucial for a small group of users.
Three KryptonContextMenuRadioButton entries…

The context menu will treat these as a connected group by default because they are placed in a contiguous set. So checking one of them will automatically uncheck the others in the same grouping. By default the context menu is not dismissed when you click a radio button but you can alter the AutoClose property to True if you would prefer that functionality.