OK, after trying this myself and even replacing the Macro with a GRIP program just to make sure that the menufile was actually being properly recognized (which it was), I decided to go back and read the documentation in a little more detail and low & behold, I uncovered something that I honestly was NOT aware of, which I've since had confirmed by the development leader responsible for this area of NX, because I was a bit amazed myself.
I'm sorry to have to inform you that Menufiles (AKA, MenuScripts) do NOT support Macros!
While it's true that the documentation does not explicitly caveat that limitation, it also does not mention Macros when you look at the list of supported ACTIONS (and you're correct, in a Menufile the word is
ACTIONS, while in the toolbar files it's
ACTION - go figure).
If you still think that Menufiles is way to go for your situation, you will need to replace your Macro(s) with Journal files, as they are supported.
Now, if for nothing else than perhaps for the irony value, it turns out that if you would have been able to use customized Roles, as I initially suggested, instead of Menufiles, there's NO problem whatsoever with adding a new 'button' to the NX interface (in either a menu or a toolbar), using the Customize function, which when selected would cause your MACRO to execute. What can I say?
John R. Baker, P.E.
Product 'Evangelist'
Product Design Solutions
Siemens PLM Software Inc.
Industry Sector
Cypress, CA
To an Engineer, the glass is twice as big as it needs to be.