Here are how you unlock the cheat codes menu's.

1. beat the high scores on the classic arcade games in the Fur Fighter Village.
2. beat ALL the bosses including GENERAL VIGGO,and then go back to each boss as the correct charachter..

1.rescue Gwynth : Tweek
2.rescue Juanita : Rico
3.rescue Claude : Julliette
4.rescue Esmerelda : Bungalow
5.rescue Winnie and Mai: Roofus or Chang
6.VIGGO : Tweek

and you will GET a cheat. You don't have to fight the boss again, or exit the level properly, just go to the hub from the pause menu and you will still have the cheat.