Gutenberg block options

The Block Editor Handbook says the block settings are in a “Sidebar“. They are implemented internally as meta boxes, but you wouldn’t add yours by using the meta box API. The settings are defined as part of your block registration. See
https://developer.www.ads-software.com/block-editor/tutorials/block-tutorial/introducing-attributes-and-editable-fields/

I don’t see how to add it as part of the block registration.

It looks like they appear if you return <InspectorControls> from edit method.

Do you have an example of creating a sidebar entry with block registration?

Check out the example on the page following the one I linked previously.
https://developer.www.ads-software.com/block-editor/tutorials/block-tutorial/block-controls-toolbar-and-sidebar/

As part of the return within the <BlockControls> element. There are a good number of predefined controls:
https://developer.www.ads-software.com/block-editor/components/