Coloque isso no seu arquivo "keybindings.json":
{"key":"cmd+0", "command":"workbench.action.openLastEditorInGroup"},
{"key":"cmd+1", "command":"workbench.action.openEditorAtIndex1"},
{"key":"cmd+2", "command":"workbench.action.openEditorAtIndex2"},
{"key":"cmd+3", "command":"workbench.action.openEditorAtIndex3"},
{"key":"cmd+4", "command":"workbench.action.openEditorAtIndex4"},
{"key":"cmd+5", "command":"workbench.action.openEditorAtIndex5"},
{"key":"cmd+6", "command":"workbench.action.openEditorAtIndex6"},
{"key":"cmd+7", "command":"workbench.action.openEditorAtIndex7"},
{"key":"cmd+8", "command":"workbench.action.openEditorAtIndex8"},
{"key":"cmd+9", "command":"workbench.action.openEditorAtIndex9"}
Para obter o arquivo "keybindings.json", vá para Preferências > Atalhos de teclado, em seguida, procure por For advanced customizations open and edit keybindings.json
na parte superior do editor.