[snip: menu for X app] If I understand you correctly, you have an app that has both a command line (in a text terminal) and an X window. I had the same problem some time ago and I asked the menu maintainer (Joey Hess) what I should do. He suggested a temporary (needs=X11term) solution which worked. However, you probably want to ask him/check the menu docs what the appropriate magic is now, and let me know, as I forgot to get back in touch with him!
I agree that there is a problem in not having an equivalent to PAGER, sensible-pager, etc. for xterms. Giuliano.