You can modify each control's theme (not only the Menu theme) and set the UseDefaultDisabledPaint
property of the respective item (e.g. RadMenuItem) to false. Then you can create a new state especially for the disabled state of the menu item (in Visual Style Builder the state should appear in the "State TabStrip" as "!Enabled"). This way the menu item will appear just as you have customized it for the "!Enabled" state when it's disabled.
I hope this information helps.
All the best,