For MacOS you can do the following, which will symlink extensions, settings, and keybindings.
# defines a function that deletes $2 and links to $1, unless $2 is already a link.
rm_and_link(){ [ ! -L "$2" ] && rm -rf "$2" && ln -s $1 $2 ;}
# Links extensions
rm_and_link \
~/.vscode/extensions \
~/.vscode-insiders/extensions
# Links settings
rm_and_link \
~/Library/Application\ Support/Code/User/settings.json \
~/Library/Application\ Support/Code\ -\ Insiders/User/settings.json
# Links keybindings
rm_and_link \
~/Library/Application\ Support/Code/User/keybindings.json \
~/Library/Application\ Support/Code\ -\ Insiders/User/keybindings.json
Disclaimer: This solves the problem of keeping things in sync using filesystem links. That means that if a version of vscode insiders breaks the settings or extensions, then it could break it in the stable version too.
Note: Boldly stolen from Sparragus comment to the answer and extended.