Since nobody objected, this is what I did. I installed Open Dolphin as Root, it's very easy. Users beware, you can damage your OS while using Dolphin as Root.
Open Dolphin > Menu > Configure > Configure Dolphin > Context Menu > Download New Services > on the Search field, write Open Dolphin as Root > Install
When you right click on a folder, you will see a new option, Open as Root. It works flawlessly. I don't know if Nautilus or Caja have something similar.