So far as I know if you change the font you change it (virtually) system wide, not just in the menu. Download the Theme Customiser (from FAM / HAM, it's readily available), or you can use Then it will appear in the Settings menu. Save Sony Sketch EF to your /MyDocs folder. Go into Theme Customizer and click on the top bar. Select "Import fonts from Folder" - by default the folder will be the /MyDocs folder so just select it by clicking on ~whatever your phone is called~ at the top of the folder list. Theme Customizer will then install the font.

Next you need to select Sony Sketch EF where it says "Font" on the left hand side of the dialogue window.

Scroll to the bottom of the dialogue, check "Auto-reboot after saving settings" and click on Save and Reboot.

Your device will then reboot and once it is done you will have your new font installed system-wide.