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are we not able to access the onlick for each individual menu item? the documentation is really fuzzy on this...

The common approach is to use single event handler for all menu bar.

menu.setOnClickHandler(function(id){
    alert(id+" was clicked");
});

The component has a way to assign specific event handlers for each item as well

menu.getItem("ID").setSecondAction(function(){
    //personal event handler
});