I made it as a function (ToggleMainMenu), so the entire process is self contained into HUD and, once you’ve got HUD instance from another BP, the resulting graph will be less crowded.
Anyway, I manage to show the menu on keypress, but cannot hide it away unless clicking on the UMG GUI stuff, which it seems to grab the input focus from PlayerController. I bash my keyboard but cannot close it with a key. 
EDIT: Just disabled the “modal” flag on Add to Viewport call. My fault.