Break the 'menu' down into simple parts that you can work with.
For example, a menu has the following:
(a) a background -- with possible texts and/or images; and
(b) buttons -- actors that perform specific functions when clicked
The menu background can be a world canvas or it can be an actor that is added behind the buttons. I have found that it is easiest the create a separate world for the menus. Having a separate world for the menu keeps it separate from your main world (no need to track objects that need removed due to the menu) and it keeps your main world from running while the menu is up (actors would still act if menu was in main world -- unless specifically programmed not to while a menu was present, which would take a bit of coding for all your actor classes). You will need to pass a main world reference to the menu world so that it can make changes to it, if needed, and so it can return to it.