I've been tinkering with this problem. It's kind of frustrating not having
a right solution for this.
After trying and failing to the last solution published by Hraban on
2018-02-12, I tried to implement my own approach, from the other way
around, I mean: not trying to implement notes as marginal material, but to
implement the *marginalia* as some type of notes. A different type, apart
from footnotes, with their own counter, etc.

Below, a MWE, with some caveats:.
1. This is a poor quality hack. I'm not a developer.
2. If notes are too long, they clash with each other. I tried to understand
the options that would allow me to move them up or down, according to the
Wiki (https://wiki.contextgarden.net/Command/inmargin), but they don't seem
to do anything, or I don't understand how to work with them. But if there
is actually a way to manually instruct \inmargin to move up or down, it
should be easy to make it work as an optional third argument, for example.
3. The counter introduces some horizontal space that I cant manage to
remove except by introducing manual negative \hspace. The MWE doesn't
include that space, to display the isse.
4.  There are probably a ton of issues I have not thought about, but this
seems to work for this project I'm working on, at least.

%%%%%%%%%%% Start MWE

\setuplayout[
    topspace=0.722in,
    header=0.311in,
    footer=0.622in,
    width=4.211in,
    height=9.622in,
    backspace=1.311in,
    rightmargin=1.8in,
    margindistance=24pt
]
\definecounter[marginales][way=bytext,prefix=no]
\def\romanMarginales{\convertnumber{r}{\rawcountervalue[marginales]}}
\def\marginal{\dosingleempty\doMarginal}
\def\doMarginal[#1]#2{%
  \incrementnumber[marginales]
  \iffirstargument
    \high{\romanMarginales}\inouter[#1]{\romanMarginales.\ #2}
  \else
    \high{\romanMarginales}\inouter{\romanMarginales.\ #2}
  \fi
}

\starttext
\dorecurse{6}{\input weisman And so on, and so on\marginal{This is a test,
with some words and some more words.}.\par \input thuan\par}
\stoptext

%%%%%%%%%%%%%%% Stop MWE

Andrés Conrado Montoya
Andi Kú
andresconr...@gmail.com
http://sesentaycuatro.com
http://messier87.com
http://chiquitico.org
----------------------------------------
Los fines no justifican los medios, porque la medida verdadera de nuestro
carácter está dada por los medios que estamos dispuestos a utilizar, no por
los fines que proclamamos.
----------------------------------------

“You develop an instant global consciousness, a people orientation, an
intense dissatisfaction with the state of the world, and a compulsion to do
something about it. From out there on the moon, international politics look
so petty. You want to grab a politician by the scruff of the neck and drag
him a quarter of a million miles out and say, ‘Look at that, you son of a
bitch.’” — Apollo 14 astronaut Edgar Mitchell
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