That was done with Circle DoF in the Level Blueprint. You’d add it to both the Close Camera Actor and Far Camera Actor for the Customization menu.
Kind of like this.
There’s video tutorials out there that show how to use Depth of Field.
This is a good tutorial for it:
The trick is getting the Aperture F-Stop just right. Too much and it’s too strong, not enough and it’s not noticeable. You’ll have to play with it to get the right setting for your character menu layout.