Yes you can use expressions and field names in the prompt of the menu designer. Just remember that whatever you input as the prompt will be wrapped in quotes.
My example uses the shipment number from a view field.
Input the prompt into the designer as:

Process shipment: "+ALLTRIM(V_transport.shipment)+"

Then when the menu generator wraps it in quotes the result is:

DEFINE BAR 1 OF shortcut PROMPT "Process shipment: "+ALLTRIM(V_transport.shipment)+""

There you go, no macro substitution or special menu generators required.