The 36-year-old Scot beat Raymond van Barneveld 6-3, reeling off legs of 11, 13 and 13 darts to seal victory with a 104.5 average.
“I felt tremendous there. I wish I could play like that all the time,” said Menzies, who will face Ross Smith in round two.
“I think every time I’ve played Barney I’ve played out of my skin, so I may not be on his Christmas card list this year!
“I love and respect Raymond. He was a hero of mine growing up, but that was arguably my best game this year.”
Van Barneveld was joined in defeat by fellow former world champs Rob Cross and Peter Wright. Cross lost 6-2 to Mickey Mansell, who averaged 100.32, while Wright was beaten by Jeffrey de Zwaan.
Elsewhere, 2019 champion Ian White suffered a 6-2 defeat to Wessel Nijman.
Kim Huybrechts progressed with a win over Dirk van Duijvenbode, while Niko Springer thrashed Robin Masino 6-1 to set up a meeting with defending champion Gary Anderson.
Michael Unterbuchner beat William O’Connor in a deciding leg to earn a tie against Michael van Gerwen.
Joe Cullen defeated Maik Kuivenhoven 6-1 and will face top seed Gian van Veen, while Dave Chisnall’s 6-4 win over Petr Krivka set up a meeting with Welsh star Gerwyn Price.
Ireland's Keane Barry overcame Niels Zonneveld 6-3 to book a clash with Antrim native Josh Rock, and Kevin Doets progressed with a victory over Jurjen van der Velde to face Jermaine Wattimena.
Damon Heta beat Madars Razma and will now take on Martin Schindler, while Valters Melderis saw off Karel Sedlacek.
Oskar Lukasiak came through against Daryl Gurney, despite squandering a 5-1 lead, while Andrew Gilding and Krzysztof Ratajski also advanced to complete the second-round line-up.
The tournament continues on Saturday, when the top 16 seeds enter in Sindelfingen.
Results
Round one
Afternoon session
Valters Melderis 6-5 Karel Sedlacek
Wessel Nijman 6-2 Ian White
Keane Barry 6-3 Niels Zonneveld
Krzysztof Ratajski 6-3 Michael Hurtz
Kevin Doets 6-4 Jurjen van der Velde
Andrew Gilding 6-3 Paul Krohne
Mickey Mansell 6-2 Rob Cross
Dave Chisnall 6-4 Petr Krivka
Evening session
Michael Unterbuchner 6-5 William O'Connor
Joe Cullen 6-1 Maik Kuivenhoven
Jeffrey de Zwaan 6-3 Peter Wright
Cameron Menzies 6-3 Raymond van Barneveld
Damon Heta 6-4 Madars Razma
Kim Huybrechts 6-3 Dirk van Duijvenbode
Oskar Lukasiak 6-5 Daryl Gurney
Niko Springer 6-1 Robin Masino