The one that feels most natural to me is MyMorphClass openInWorld. Right now, all code assumes one world. So, World is used liberally. I think we need some use cases before we start thinking about "which world?".
There is one common pattern where we have a model class e.g. FontChooser which has class-side methods to create and open a Morph/Window. I'm not sure how I feel about this. I think whenever possible, all UI things should be together, thus if possible, something in Morphic should create and open the Window.