Neither theme customiser nor font changer can actually change the menu font. For some reason it is hardwritten to always use the system font. The only way to change ALL fonts is to overwrite the nokia system fonts in /usr/share/fonts/nokia. And to prove it works I use the ubuntu font system wide.
#define HD_LAUNCHER_TILE_FONT "Nokia Sans 15" /* We don't use a font from the theme here because apparently there are none the * size we want, and we don't want to add another logical font to gtkrc. */