Should I create a dedicated review page on my blog as a page. I currently just have a menu item that pulls all my posts categorized as a review. What’s the best way?

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AbieAJ Premium Plus

I would do it as you have done.

A review category added in your menu, and assigning corresponding posts to their respective category, so when a visitor clicks on the category they can see al posts related to the category.

You may add more than one category or a sub-category if you like.

Hope this helps.
AbieAJ Premium Plus
You can also do a megamenu, add multi-column drop down menus to your navigation with rich media such as images and videos.

See tutorial
IvanBroz Premium
As I can see, you have added a category "reviews" in your menu so each time you publish a new one it shows on the category page once you click on it. There is no best way. Your way is great too! You don't need another page with reviews.
jghwebbrand Premium
Either way works; however if you are going to have a lot of reviews it is going to be very hard to see the dropdown items especially on a mobile phone because the menu item lists will be so long.

What you could do on a generic page called product reviews is create categories so even on the page they are grouped.

Over time the reviewed products can get very long and it is difficult to find what someone is looking for unless they are grouped some how..