All the Fine Accoutrements aftershaves have Menthol. These are my go to aftershaves. For other artisans you can get added menthol, like Stirling and WSP.
If I want menthol I use snake bite. No essential oils or scents just 5 times the menthol. Antiseptic counter irritant and anaesthetic. It's what I need to start my day sometimes. It doesn't burn as bad as they say but you will sit up straight
If you have an aftershave you especially like, get a second bottle & add a few menthol crystals. You'll have your favorite scent with the cooling of menthol!
Osage rub is very refreshing. I don't know that it contains much good stuff for your face- you can certainly add whatever you want to it. It's cheap enough to play around with.
If you purchase an aftershave from Stirling Soap Co., you can add menthol -- both regular menthol or glacial. It's phenomenal with citrus scents but can work well with cologne scents too. I really love the Black Cherry with Menthol.