Can I change window size between levels?

Hi,

For my project I would like to create a desktop-level menu (a small window in the desktop where you can still interact with the rest of the desktop items) where you can choose game mode, options, etc. This level would then transition into fullscreen (during actual gameplay).

I considered using a different .exe for this part (the VS basic gui for example), and just let it send arguments to the main game, but I think it would be more instructive, and potentially re-usable, to utilize UE4 for the menu as well.

Can this be done?

Thanks.

Assumptions:
-Creating a Menu as a separate level is a good idea. If not, suggestions are welcome.

PS: I wouldn’t mind getting suggestions on what general path to follow for the actual UI creation. I am leaning towards Slate for now, but Canvas also looks interesting.

PS2: I am a noob at UE4.