For anyone watching here is the GitHub Issue:
https://github.com/gantry/gantry5/issues/3266
The workaround solution that I have used is:
create all menu items in a single column.
Add this CSS to your Page Settings > custom CSS atom
.g-menu-item-12 ul.g-sublevel li {
width: 25% !important;
float: left !important;
}
Change the ".g-menu-item-12" to the correct number. You can find this by inspecting the elements of your menu item.
The following users have thanked you: Matt