ContextMenuStrip within another ToolStrip

Does anyone know how to add a context menu to another menu?

I have a menu (ToolStripDropDownButton.DropDownItems) that gets
automatically populated by reading data from a configuration source. I
want the users to be able to remove items from that menu by
right-clicking on the menu item and selecting "Delete" from a context
menu.

As ToolStripItem (or ToolStripMenuItem) is not a Control, you cannot
associate a ContextMenuStrip with a tool strip item. I have searched in
vain trying to come up with a method to do this.

Microsoft uses this method itself (for instance, you can right-click
any menu item in the "Start" Menu and pop up a context menu for that
item), but that doesn't necessarily mean that .Net supports it.

If anyone has figured out how to do this, I'd appreciate a pointer.
Thanks!