Well, are you going to display the other menus eventually anyway? If you are, you’re going to have to load those images eventually, and it might be better to load them all at once, at application startup, instead of as-you-go. But if it’s likely that you will never load more than a small subset of the images, you have three choices: (1) load the big egg file anyway, and see what the hit is–it might not be too bad; (2) break up the images into related subsets, for instance, an egg file for each of the mainmenu, searchmenu, and each of your other menus; or (3) put the following in your Config.prc file:
preload-textures 0Which tells Panda not to load any of the texture images from disk until they are actually rendered, which makes it basically free to load the big egg file.
As to documents about all this, well, there is the manual, and there is the forums. Topics like this do come up from time to time, so you can try browsing through the old forum posts.
David