Toggle checkbox menu entry without getting the menu closed down

"This is a bad UI design choice, for the very reasons you mention.

That said, it would be possible to build a dialog box in your favorite quick programming environment that uses SendKeys() behind the scenes to manipulate the menu. It is likely to be possible to discover the individual item ids and to send WM_COMMAND messages directly to the application to toggle individual items.

I don't know of a generic tool for such things, but there are several tools out there that are designed for building regression tests of GUI applications that can do this kind of thing. It is likely to be possible with VBScript and the Windows Script Host as well.

Note that making something that built the dialog for you by opening the menu and creating a checkbox per menu item would make maintenance easier, but will take more up front effort."