There still seems some confusion among commenters about "in" versus "on." I will write that in the U.S. we could say, "We are writing in our menu" or "We are writing on our menu." Both are OK. I don't know why we are writing in or on our menu, but those are indeed the two ways we could say it with good English.
(I am writing in the comment box. But I can't write on it because it is in a computer screen.)
I would never say write in the menu. You put something on the menu 'Write that on the menu.'