There is a way to manually edit the names inside of the actual scheme file, for those who are not afraid of cryptic text editing.
Find the .scm file for your marking menu... then open it up in a text editor. Won't be obvious, but if I can figure it out, then I assume most anyone can 😛 When you find the right names to replace... and (hint) it is easier to do if you make your names obvious (i.e. pick_nothing_replace_me), then it is a lot easier find in the scheme file. If you've gotten that far, then you can put in spaces that won't show up with _.
There is no way that I know of, from within the product, to edit without '_' to appear.
I'd suggest testing this out on a duplicate marking menu... or perhaps a workflow shelf that you don't really care about. No point in screwing up your marking menu set for the sake of experimentation.