Similar to the correct answer by Techie, here’s a solution that works when you have >15 sheets (and also makes it possible to click a letter to highlight sheet starting with that letter):
Sub Select_Sheet()
If ActiveWorkbook.Sheets.Count <= 16 Then
Application.CommandBars("Workbook Tabs").ShowPopup 500, 225
Else
Application.CommandBars("Workbook Tabs").Controls("More Sheets...").Execute
End If
End Sub
Although for unknown reason it does not work when activating using keyboard (as mentioned in Source and another example that also dsnt work when using shortcut is here). If someone knows how to fix the code above to work with macro please feel free to fix it.