Oops, I think I just forget to handle the menu captions. I was taking care of everything else and definitely had this on my list but it must have fallen through the cracks. Fortunately, the BigFont is relatively easy to do, because it's the same height.
But there's one other thing I noticed yesterday while playing Ancient Aliens with German texts. At the moment the font renderer mixes custom SmallFonts which only provide glyphs for ASCII with the extended characters from the base font and it really looks like crap, especially when using color "untranslated".
I think the SmallFont needs some fallback option to the stock version from the IWAD or the Unicode font if the engine detects that stuff gets mixed and doesn't match. There's 3 places where this can happen - the notification texts in the upper left of the screen, the centered messages about keys and secrets and the confirmation screens in the menu.
For all 3 places I already considered always using the VGA font but that will obviously cause some backlash and is not a viable option.