This is a thing I want to try and do. I do the same thing as you are the moment (mainly to convert things to the much more efficient mp4 instead of what you natively get from, e.g., MakeMKV) just throw the movie in as a single file, and then all the rest into appropriately named extras.

But I do try and save the (usually pretty small) menus just in case I can figure out how to get them running at some point. VLC can run the menu with the large videos stripped out. I still need to check, but I assume I could create a single iso file that would run as a "menu." I guess I'll see.