In 3.4 I see the Merge option under Mesh menu. Was it moved? I can't find it in Vertex menu.
I suppose it has! Luckily the hotkey is still the same. Thanks for the note.
Actually, this tutorial uses 2.81 and there the hotkey was still ALT+M and it was in the Vertex Menu.
This was changed in 2.83 to the Mesh Menu and hotkey M.