I found the option EnableFancyDropDownMenu and enabled it, even though I only want to enable it for the Paragraph menu.  When I enabled it, it triggered a lot of JavaScript errors on the page.  Also, the styles that appeared on the menu were in the styles associated with the content management application rather than the document being edited.

I've decided to deprioritize this for our current project and concentrate on other outstanding issues and go back to the non-Fancy paragraph menu, as it's really just a nice-to-have item.