Go to Extensions tab in vscode Ctrl+Shift+X or Cmd+Shift+X, type new-ts-file and install extension
Via ext command
Open command palette Ctrl+P or Cmd+P, enter ext install tsivinsky.new-ts-file and hit Enter
Usage
Open command palette and run command newTsFile. It will ask you the name of the file you want to create.
Alternative way
You also can use keyboard shortcut Ctrl+alt+n.
Create several files
You can create several files but you need to separate them by semicolon ';'
Create a new file next to active file
If you put a './' before file path, extension will use path to active opened file as base path for a new file
For example, if you have 'index.ts' file inside 'src' directory opened in vscode, you can enter something like './helpers/index' and extension will create 'index.ts' file under 'src/helpers' path in your workspace folder.
