By installing the vscode-paste-image extension, you can paste an image from the clipboard with cmd+alt+v.
Images are automatically copied to the /attachments folder and a reference is added in the file where you pasted them.
A prompt will ask you to confirm the name of the image, to disable it set "pasteImage.showFilePathConfirmInputBox": false, in the settings.
To change the location where the image is created, change the pasteImage.path property, e.g.:
${currentFileDir}: save the image next to the file${currentFileDir}/images: create an images directory next to the file and save the image there