You might be interested in installing the fzf-vim plugin [0]. It has a user-defined command :Maps which can be used to search through all keybindings (you can also do this with just :nmap in vim, but the fzf interface is much nicer). It also provides :Commands. This behaves remarkably like VSCode's command palette.

[0] https://github.com/junegunn/fzf.vim