How to open new Finder window in current space quickly? When I create a new Desktop (space) in Mission Control, how can I quickly open a new Finder window in that space?

Right now I have to right-click on the Finder icon and hit New Finder Window, because if I left-click on the icon it brings me to the already open windows in another space.
I do want to keep this behaviour for when a Finder window already exists in the current space. I can then switch back and forth by clicking on the icon.

However, in a space where no Finder window is present, ideally I would click on the Finder icon and a new window would appear. Shift clicking is also fine.
Can I achieve this behaviour somehow?
Just click on the blank desktop space to activate the Finder  and then CMD+n

-EDIT.

Or

Save this Applescript code as an Applescript Application. 
Drag it to you dock next to your finder iCon and click it when you want a new finder window.

tell application "Finder"
    activate
    make new Finder window
end tell