GreaseMonkey has a function named "GM_registerMenuCommand()", which adds a menu to the GreaseMonkey "User Script Commands". This menu could be used to creat for example a configuration menu for that script.
However, if you have a plugin called Citrix Online Web Deployment Plugin installed (where did that one come from???), then it doesn't register properly and you end up with a greyed out "User Script Commands" menu.
Disabling that plugin resolved it.