Hide visible elements before opening new element.
Try:
Change
$u.appendTo($li);
to
$u.appendTo($li).hide();
$(document).on("click", "#" + value.MenuId, function () {
var selected_li = $(this).attr('id');
if(!($('#' + selected_li + ' ul').is(':visible'))){
$('li ul:visible').slideUp();
}
$('#' + selected_li + ' ul').slideToggle('slow');
});