The commands you are looking for are \lbrack and \rbrack, althought using {[} and {]} also works (as was predicted by barbara beeton in her commenther comment):
\documentclass{article}
\usepackage{menukeys}
\begin{document}
\menu[,]{\{,\},\%,\#,\lbrack,\rbrack,{[},{]}}
\end{document}

Useful resources to find commands for symbols:
