If you add a new menu entry with the menu editor and tick "Run as a different user" on the Advanced tab without specifying a user name, "X-KDE-SubstituteUID" will be added to the .desktop file created in ~/.local/share/applications, and clicking the menu entry will try to start the application as root -- after asking for root's password.
Adding the line to a .desktop file in /usr/share/applications/kde4 will have the same effect, but globally of course.
I don't use Dolphin but I did create a super user menu entry for Dolphin years ago....
Thank you Bald Brick. That method proved very helpful. I have now created super user entries for both Dolphin and Konqueror (the latter had been lost from my system - my bad)
Jim