The biggest problem you're going to have is that the display itself uses pins 5,6,9 and 10 out of a possible 3,5,6,9,10,11 regular PWM pins lwaving you with pins 3 and 11 for PWM control
The menu itself isn't that big a deal
SO, you have a couple of choices...
1. relocate some of the display pins so you have access to the PWM pins directly unless you want to use softpwm as led drive
2. tlc5940
3. shift registers
4. softpwm