Also it is possible to use Behaviors. Please see the  implemented  XamMenuItemCommandBehavior behavior below: 

using System;

using System.Windows;

using System.Windows.Input;

using System.Windows.Interactivity;

using Infragistics.Controls.Menus;

namespace GoIT.Dashboard.Infrastructure.Behaviors

{

    public class XamMenuItemCommandBehavior:Behavior<XamMenuItem>

    {

        /// <summary>

        /// The <see cref="Command" /> dependency property's name.

        /// </summary>

        public const string CommandPropertyName = "Command";

        /// <summary>

        /// Gets or sets the value of the <see cref="Command" />

        /// property. This is a dependency property.

        /// </summary>

        public ICommand Command

        {

            get

            {

                return (ICommand)GetValue(CommandProperty);

            }

            set

            {

                SetValue(CommandProperty, value);

            }

        }

        /// <summary>

        /// Identifies the <see cref="Command" /> dependency property.

        /// </summary>

        public static readonly DependencyProperty CommandProperty = DependencyProperty.Register(CommandPropertyName, typeof(ICommand), typeof(XamMenuItemCommandBehavior), null);

        /// <summary>

        /// The <see cref="CommandParamenter" /> dependency property's name.

        /// </summary>

        public const string CommandParamenterPropertyName = "CommandParamenter";

        /// <summary>

        /// Gets or sets the value of the <see cref="CommandParamenter" />

        /// property. This is a dependency property.

        /// </summary>

        public object CommandParamenter

        {

            get

            {

                return (object)GetValue(CommandParamenterProperty);

            }

            set

            {

                SetValue(CommandParamenterProperty, value);

            }

        }

        /// <summary>

        /// Identifies the <see cref="CommandParamenter" /> dependency property.

        /// </summary>

        public static readonly DependencyProperty CommandParamenterProperty = DependencyProperty.Register(CommandParamenterPropertyName, typeof(object), typeof(XamMenuItemCommandBehavior), null);

        protected override void OnAttached()

        {

            base.OnAttached();

            AssociatedObject.Click += AssociatedObject_Click;

        }

        private void AssociatedObject_Click(object sender, EventArgs e)

        {

            if (Command != null && Command.CanExecute(CommandParamenter))

                Command.Execute(null);

        }

        protected override void OnDetaching()

        {

            AssociatedObject.Click -= AssociatedObject_Click;

            base.OnDetaching();

        }

    }

}

Great, thank you.