So you might try looking at the generated code for the window preview.
Apart from that…
This is what I use
INCLUDE('CWINT.int'),ONCE !<-- for alter menu font.
MenuStyle &IMenuStyle
FontProps &IFontProperties
FontName CSTRING('Segoe UI')
CODE
MenuStyle &= (SYSTEM{PROP:MenuStyle})
FontProps &= MenuStyle.MenuFont()
FontProps.FontName(FontName)
!FontProps.FontSize(11)
!WARNING: this alters POPUP() menus too
!see Libsrc\Win\MenuStyle.inc/clw