Hi Guust,
A built-in way is not available yet, but you can use a workaround.
1. If you wish to add a single menu item pointing to a custom taxonomy, use the ‘External’ type, entering the URL of the taxonomy archive.
2. If you wish to have a drop-down with all the custom taxonomies, then:
2a. add a menu item with type ‘Heading’;
2b. add more menu items as ‘Child of…’ the above, all with type ‘External’, each pointing to a different taxonomy archive.
Please let me know if that works for you!