Ctrl+p did not work for linux mint 22.1 for me, any shortkeys assigned to that is ignored. Might be a shortkey consumed by the system?
Either way, by default vscode (v1.99.3) maps "go to file..." (thanks Dinei) to Ctrl+E for me. This shows the quick search bar without a preceding character (# with Ctrl+T or > with Ctrl+shift+p).
I found this question helpful to figure out if I had any shortkeys overwritten or removed myself and forgot about it.