Small but useful tip:
Somewhere along the parent hierachy of the Menu Anchor, one of the Parent’s should override OnQueryPopupMethod and reply with CurrentWindow:
/**
* Popups can manifest in a NEW OS WINDOW or via an OVERLAY in an existing window.
* This can be set explicitly on SMenuAnchor, or can be determined by a scoping widget.
* A scoping widget can reply to OnQueryPopupMethod() to drive all its descendants'
* poup methods.
*
* e.g. Fullscreen games cannot summon a new window, so game SViewports will reply with
* EPopupMethod::UserCurrentWindow. This makes all the menu anchors within them
* use the current window.
*/
virtual FPopupMethodReply OnQueryPopupMethod() const override
{
//EG:
return FPopupMethodReply::UseMethod(EPopupMethod::UseCurrentWindow);
}