You can create your own snippet to replace the default one for try
.
Snippets are generally stored as actual files inside a folder created by your Visual Studio installation. See this CodeProject article for the locations of this directory in different versions of Visual Studio.
In Visual Studio 2015, you go to Tools → Code Snippets Manager to edit your snippets.
As asked in the comments about next steps, go to the folder location (C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC#\Snippets\1033\Visual C#) through windows Run command in windows explorer,open the try.snippet in administrator mode any editor like visual studio code or notepad. Find the part shown below.
<Code Language="csharp"><![CDATA[try
{
$selected$
}
catch ($expression$)
{
$end$
throw;
}]]>
In the part shown above, find catch($expression$)
and change it to catch($exception$ exception)
, and save the file. You are done now and when you will insert snippet into visual studio now, it will add the variable.