What worked for me was almost this, but with the following REGEDIT path:
HKEY_LOCAL_MACHINE/SOFTWARE/Classes/Directory/background/shell
and here I created the key Bash, with the value of what I want the display name to be, and then created another key under this named command with the value as the path to git-bash.exe
I'm on Windows 10 and have a fresh git install that didn't add this automatically for some reason (git version 2.12.0 64bit)