I figured out how to add links to the menu.  Navigate "Widgets" on the filter navigator under the "Service Portal" Application.  Do a search for "Profile with Drop Down" and make a copy of that.  There you would add the code, <li><a ng-href="?id=user_delegate">Delegate</a></li>".  Last you will need to update the ESC header widget, of course you should clone it,  then reference the copy of the Profile with drop down page in the server script section.