In Visual Studio Code press Ctrl-K Ctrl-S to go to the keyboard bindings editor.
Two windows open up - the default and the user keyboard bindings files.

In the user keyboard bindings on the right, enter the followin text:

// Place your key bindings in this file to overwrite the defaults
[
{ "key": "ctrl+tab",              "command": "workbench.action.nextEditor" },
{ "key": "ctrl+shift+tab",        "command": "workbench.action.previousEditor" },
{ "key": "ctrl+pageup",           "command": "workbench.action.openPreviousRecentlyUsedEditorInGroup" },
{ "key": "ctrl+pagedown",         "command": "workbench.action.openNextRecentlyUsedEditorInGroup" }
]

Save the file and restart Visual Studio Code, and the