I'll address the menu first. Yes, according to a UEB expert, the appetizer list would best be capitalized as a passage with multiple elements, as described in UEB 8.5.5. I agree that the side dishes are individual items, like a table of contents.
I'm still working on your earlier question about fully capitalized addresses. The UEB Committee is baffled, too! I'm sending it up the chain and will let you know what I find out as soon as I can.