Overlay 2 scenes

So with the 4.6 UI I want to have a seperate scene for a canvas and one for the level. Basically what will happen is when user loads the game, it will load to the level they left off at but a menu overlay will appear. Would I do this using seperate scenes or would I just include it to the first level and bring the menu to multiple scenes?

Try making the menu into a prefab and instantiating the prefab at every scene.