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...
- relocate some of the display pins so you have access to the PWM pins directly unless you want to use softpwm as led drive
- tlc5940
- shift registers
- softpwm