How to create custom Keyboard Shortcuts?

On my 2013 MacBook Pro with Yosemite control + eject does fine for bringing that dialog up.

As an aside, the behavior of the power button has become a bit fiddly (annoying...) for me.

Assuming you're on a normal Mac then the power button will bring it up. Details here.

Further details about creating shortcuts here.

You can use the info in that document to create a short-cut in any app for whatever key combo you want for the Shutdown... item.

Simplified procedure:

1. Open System Preferences -> Keyboard -> Shortcuts tab
2. From the left, click App Shortcuts.
3. Click +
4. Choose 'All Applications' as the app
5. Choose 'Shut Down...' as the command
6. Put in whatever shortcut you want.