Я думаю, вы должны добавить шаблон элемента управления для MenuItem, например, так ...
<ControlTemplate x:Key="MenuItemControlTemplate1" TargetType="{x:Type MenuItem}">
<Border x:Name="templateRoot" BorderBrush="#383838" BorderThickness="0" Background="#383838" SnapsToDevicePixels="True">
<Grid VerticalAlignment="Center">
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition Width="Auto"/>
</Grid.ColumnDefinitions>
<ContentPresenter x:Name="Icon" Content="{TemplateBinding Icon}" ContentSource="Icon" HorizontalAlignment="Center" Height="16" Margin="3" SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}" VerticalAlignment="Center" Width="16"/>
<Path x:Name="GlyphPanel" Data="F1M10,1.2L4.7,9.1 4.5,9.1 0,5.2 1.3,3.5 4.3,6.1 8.3,0 10,1.2z" Fill="{TemplateBinding Foreground}" FlowDirection="LeftToRight" Margin="0" Visibility="Collapsed" VerticalAlignment="Center"/>
<ContentPresenter ContentTemplate="{TemplateBinding HeaderTemplate}" Content="{TemplateBinding Header}" Grid.Column="1" ContentStringFormat="{TemplateBinding HeaderStringFormat}" ContentSource="Header" Margin="{TemplateBinding Padding}" RecognizesAccessKey="True" SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}"/>
<Popup x:Name="PART_Popup" AllowsTransparency="True" Focusable="False" IsOpen="{Binding IsSubmenuOpen, RelativeSource={RelativeSource TemplatedParent}}" PopupAnimation="{DynamicResource {x:Static SystemParameters.MenuPopupAnimationKey}}" Placement="Bottom">
<Border x:Name="SubMenuBorder" BorderBrush="#383838" BorderThickness="0" Background="#383838" Padding="0">
<ScrollViewer x:Name="SubMenuScrollViewer"
Style="{DynamicResource {ComponentResourceKey ResourceId=MenuScrollViewer, TypeInTargetAssembly={x:Type FrameworkElement}}}"
Background="#383838" Margin="0" Padding="0">
<Grid RenderOptions.ClearTypeHint="Enabled">
<Canvas HorizontalAlignment="Left" Height="0" VerticalAlignment="Top" Width="0">
<Rectangle x:Name="OpaqueRect" Fill="{Binding Background, ElementName=SubMenuBorder}" Height="{Binding ActualHeight, ElementName=SubMenuBorder}" Width="{Binding ActualWidth, ElementName=SubMenuBorder}"/>
</Canvas>
<Rectangle Fill="#383838" HorizontalAlignment="Left" Margin="0" Width="0"/>
<ItemsPresenter x:Name="ItemsPresenter" KeyboardNavigation.DirectionalNavigation="Cycle" Grid.IsSharedSizeScope="True" SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}" KeyboardNavigation.TabNavigation="Cycle"/>
</Grid>
</ScrollViewer>
</Border>
</Popup>
</Grid>
</Border>
<ControlTemplate.Triggers>
<Trigger Property="IsSuspendingPopupAnimation" Value="True">
<Setter Property="PopupAnimation" TargetName="PART_Popup" Value="None"/>
</Trigger>
<Trigger Property="Icon" Value="{x:Null}">
<Setter Property="Visibility" TargetName="Icon" Value="Collapsed"/>
</Trigger>
<Trigger Property="IsChecked" Value="True">
<Setter Property="Visibility" TargetName="GlyphPanel" Value="Visible"/>
<Setter Property="Visibility" TargetName="Icon" Value="Collapsed"/>
</Trigger>
<Trigger Property="IsHighlighted" Value="True">
<Setter Property="Background" TargetName="templateRoot" Value="#3D26A0DA"/>
<Setter Property="BorderBrush" TargetName="templateRoot" Value="#FF26A0DA"/>
</Trigger>
<Trigger Property="IsEnabled" Value="False">
<Setter Property="TextElement.Foreground" TargetName="templateRoot" Value="#FF707070"/>
<Setter Property="Fill" TargetName="GlyphPanel" Value="#FF707070"/>
</Trigger>
<Trigger Property="CanContentScroll" SourceName="SubMenuScrollViewer" Value="False">
<Setter Property="Canvas.Top" TargetName="OpaqueRect" Value="{Binding VerticalOffset, ElementName=SubMenuScrollViewer}"/>
<Setter Property="Canvas.Left" TargetName="OpaqueRect" Value="{Binding HorizontalOffset, ElementName=SubMenuScrollViewer}"/>
</Trigger>
<Trigger Property="IsKeyboardFocusWithin" Value="True">
<Setter TargetName="templateRoot" Property="Background" Value="{StaticResource ClickedColor}" />
</Trigger>
</ControlTemplate.Triggers>
</ControlTemplate>
Тогда вы бы добавили этот шаблон к вам в пункт меню, например ...
<Menu DockPanel.Dock="Top" Grid.Row="0" Background="#383838" Foreground="White" VerticalAlignment="Top">
<MenuItem Header="TEST" FontSize="20" Padding="0" Template="{DynamicResource MenuItemControlTemplate1}">
<MenuItem Header="TEST" Foreground="White"/>
<MenuItem Header="TEST" Foreground="White"/>
<MenuItem Header="TEST" Foreground="White"/>
<MenuItem Header="TEST" Foreground="White"/>
</MenuItem>
</Menu>
Очевидно, я установил все цвета на # 383838 только для того, чтобы получить плоский вид и без границ. Я полагаю, вам нужно настроить этот шаблон так, как вы считаете нужным.