If I want to use one menu to paint several parts with different colors
How can I do this?
I can create multiple menus for each part, but I like to use one menu for other parts
You should be able to just make successive menus (show the next menu when the first menu item is chosen) where each menu sets the color(s) for the different items. You can technically do this using a single menu and then just tracking where the data gets stored for each set of data along with changing, presumably, the menu title.
Doing it with two menus is probably a good idea to prove test the logic and then after that's working how you want it, refactor it to merge them together.