The default font for menus is a named font; TkMenuFont
on most platforms (and menu
on OSX, where you really shouldn't change it). This is usually mapped to the correct system default font for menus. However, if you do want to change it, you're still recommended to use a named font (which is what is used in a font object in R TclTk) following the pattern on this page except that you're applying the font to a menu widget instead of a label.
# Example to show how to do it
fontMenu <- tkfont.create(family="times",size=24,weight="bold",slant="italic")
fileMenu <- tkmenu(topMenu, tearoff = FALSE, font = fontMenu)
The only platform where you shouldn't do this at all is OSX, where menus work rather differently (except at the script level; there's a lot of differences being hidden under the covers!)