when using the context menu, you can check the option "Prompt for Credential" before you hit Connect (Ad Hoc). This will show you the credential picker.
If you want to specify a credential in the ad hoc ribbon item on the Home tab, you can do this as well. See:
Let me know if this helps.
Thank you for that link. Those are handy shortcuts and conventions for the ad hoc ribbon, but there's no way I would have found that unless I knew to look for it, and it's far from intuitive. It seems trivial to simply include some additional options in the UI to give users an intuitive way to enable the credential selector when connecting without having to remember a bunch of special character strings.
There's no way to use saved/named credentials in an ad-hoc connection. Allow a user to specify a credential name, or (even better) allow reusing the settings from an existing folder or connection in an ad hoc connection, maybe as a right-click option on the object