Maybe it's just my setup but I can't create cshtml files in Orchard modules using the New Item dialog in Visual Studio. I think it has to do with codegen not creating MVC projects.
Anyways it's been a little annoyance for a while and I finally did something about it: I created a simple VS item template and packaged it in a vsix file. And just in case anyone else is interested, you can find it there:
The "source" is there as well, you need to instal the VS SDK but after that you can create your own item templates. Or you can just send me the cshtml files and I'll add new templates for these.