This customization only works when using the layout: ‘inset’ method. Add the below code to your Custom CSS area. Adjust the "/shop-menu" to match the url of your mega menu content, then adjust the 800px value to your liking. Be sure to use the url after #wm-mega, not before.
/* Different Width Mega Menus */
[data-reference-url="/shop-menu"] {
--mega-menu-max-width: 800px;
}