Please see screencast - https://youtu.be/sFPtfhPOLyc. With 5.5.1 all works fine. Example:

#include <QApplication>
#include <QMenu>
#include <QGraphicsScene>
#include <QGraphicsView>
#include <QLabel>

int main(int argc, char *argv[])
{
QApplication app(argc, argv);

QLabel* l = new QLabel( "test" );
l->setCursor( Qt::PointingHandCursor );

l->setContextMenuPolicy( Qt::CustomContextMenu );
QObject::connect( l, &QWidget::customContextMenuRequested, []

{ QMenu m; m.addAction( "test" ); m.exec( QCursor::pos() ); }

);

QGraphicsScene scene;
scene.addWidget( l );

QGraphicsView graphicsView;
graphicsView.setScene(&scene);

graphicsView.show();

return app.exec();
}