This is for Windows, but I’d be surprised if there isn’t a Mac equivalent. I’ve been doing this for ages and then realized that some folks may not know this trick (or feature as MS would most likely call it).
The recent projects list inside Cubase can get pretty messy because you can’t easily remove items from it. But if you pin Cubase to your Windows taskbar, it will keep a separate list recent projects. You can open projects from this list by right-clicking the pinned icon and selecting the desired project filename. Also if you then right-click on a filename you can remove it from the list or pin it to the top of the list (handy for your current project). However files only get added to this list if you opened them from Windows and not internally in Cubase. So to initially get it on the list you need to go to the folder it’s in and double click on the .cpr file.