Don't

First of all, please think it over: does the benefits overweight the risks and the hassle? Do you really really really need to make a local modification?

The risks exist because each new release fixes bugs and adds new features through the menu file. If you use some old/custom menu file and don't merge upstream menu file changes, you will bump into bugs we already fixed, will get new bugs that don't exist with the official menu file and will lose new features without knowing about it.

Random example: I've moved the toolbar from C code to the menu file around r25000, after releasing 2.1.2; it will be part of the next release. When you switch from 2.1.2 to a new version, if you use an old/custom menu file that doesn't have the toolbar, you will simply lose your toolbar on the GUI.

If you need to...

You should merge upstream changes into your menu file upon installing a new version. Or alternatively, especially if your changes are small, you should merge your changes to the upstream/stick menu file on each install, because that's usually cheaper. Easiest is to follow this procedure:

Bugreporting

If you are using a custom menu file and experience bugs, please first try to reproduce them with the stock menu file. Yes, even if the bug "is unrelated to the menu file" - sometimes the connection is subtle. If you can not reproduce it with the stock menu file, it's your modification that causes it. You can still contact the developers for support, but please be explicit about your local menu file causing the problem.