If you already tried to customize the World Creation screen (aka. Create World, New World, New Game), you probably noticed that it's a pain to customize. This is because that screen is pretty complex and is built in a way that makes it super difficult for FancyMenu to properly customize it due to buttons and other GUI elements being stacked.
In newer versions of Minecraft, the customizability got even worse due to the new tab system.
All that makes it not recommended to customize the screen, at least not complex customizations like editing existing GUI elements (like Vanilla buttons, etc.) or adding new custom elements. It is probably fine to set a custom background, but beyond that it gets messy, so it's best to just not customize it much.