Using a link shortcode in a drop down menu?

I have shortcodes that link to a logged in users blog or wp-admin for their blog, something like this:

add_shortcode( 'active_blog', 'active_blog_cb' );
function active_blog_cb() {
    $user_id = get_current_user_id();
    $blog = get_active_blog_for_user( $user_id );
    return '<a class="bh-link" href="'. $blog->siteurl .'">Back to Your Blog</a>';

So I can use the shortcode on a page easy enough but what if I wanted to create a menu item with that link? Can I create a custom link and use the shortcode or is there some trick to making work or do you know if its even possible?
Make a link in the main menu for returning a logged in user back to thier blog in a multisite situation?
I will continue to google for a solution but please let me know if there is a simple solution :slight_smile: