The Public Domain Super Heroes website says of this Menace, Dennis, that “The Menace has no super powers but is a skilled fighter and he uses a variety of gadgets in his war against crime.” He only appeared a couple of times. His other appearance was in another 1945 one-shot, Top Spot Comics #1.
It is telling of the perception of Mexico in 1945 that the Mexico-U.S.A. border is shown as a rustic wooden sign on a single-lane dirt road, with a couple of Border Patrol members to check out a lone car going south into Mexico.
The Grand Comics Database has all question marks for story and art. They don't know, nor do I.