"menacing letters" is correct and usable in written English.
It can be used to describe letters that contain threatening language, or have a threatening purpose. Example: The police were looking into a series of menacing letters sent to the mayor.
There are Salinger "crazies" out there, Ms. Salinger says, who have written menacing letters to her family.
Txato, a well-to-do shipping company owner, becomes the object of a shakedown by ETA thugs who send him menacing letters demanding payments to fund their operations.
Portrayed in the media as a "bunny boiler", she became infatuated with Hartley's husband, Ian Johnston, after a fling and left a tangled web of explicit texts, menacing letters and damning evidence.
The company sent out menacing letters to firms, seeking to enforce its "rights".
It now turns out that Wonga sends out menacing letters from non-existent solicitors if its customers miss their repayments.
He honed his menacing letters to encourage socialites to sue for imagined slights and fashion a weapon for politicians to suppress hostile stories.
Even after women arrived on campus, in 1972, hostility persisted, with female students derided as cohogs, rather than coeds; and menaced with letters that called them "the enemy" and objects for sexual conquest.
Court papers quote from menacing postcards and letters — at least some written on a parish letterhead — that Father Ajemian is alleged to have sent to Mr. O'Brien's home and television studio for more than a year.
The Standard spoke of me as a menace to English letters; and the Morning Post as an example of the sad results to be expected from the over-education of the lower orders…" To be specific, the reviews ranged from the vitriolic to the merely hostile.
The state agriculture department has aggressively combated the menace; it left letters throughout my neighborhood asking for permission to inspect and treat any citrus for free.
Menacing face met menacing face.
