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On the Mac, double-click row handle of action, get window focused on project where you can add additional action(s). Close when done.

On the iPad, tap on action to bring up editor, in Info pane tap on Go to Project button, add additional action(s). Unfortunately you don't get back to where you were as easily.

On the iPhone, there is no built-in route that comes to mind, and you have to drill down from the Projects list.

As for the inability to duplicate in context mode, perhaps the issue is putting the task in a reasonable spot when the user has no visual feedback for confirmation, unlike in project mode where it is immediately apparent where the duplicate has been placed.