Is your action binding actually getting called when the game is paused? (add a breakpoint or stick in a UE_LOG to check).
If it’s not then try binding using something like this instead (replace method names and InputComponent as needed)
FInputActionBinding menuBack = FInputActionBinding(FName("MenuBack"), IE_Released);
menuBack.bExecuteWhenPaused = true;
menuBack.ActionDelegate.BindDelegate(this, FName("MenuBackPressed"));
InputComponent->AddActionBinding(menuBack);
You could also write this as something like:
InputComponent->BindAction("MenuBack", IE_Pressed, this, &ThisClass::MenuBackPressed).bExecuteWhenPaused = true;
(Code written from memory, may not be completely correct).
Note the bExecuteWhenPaused flag being set to true.