Java SE (Java Platform, Standard Edition)

It's not that hard to do it:

public class Main extends Application {
    @Override
    public void start(final Stage primaryStage) {
        // Creates items for menu button.
        final ToggleGroup toogleGroup = new ToggleGroup();
        final MenuItem[] menus = IntStream.range(0, 10)
                .mapToObj(index -> {
                    final RadioMenuItem menuItem = new RadioMenuItem();
                    menuItem.setText(String.format("Radio #%d", index + 1));
                    menuItem.setToggleGroup(toogleGroup);
                    menuItem.setOnAction(event -> System.out.printf("Action -> %s%n", menuItem.getText()));
                    return menuItem;
                })
                .toArray(MenuItem[]::new);
        toogleGroup.getToggles().get(0).setSelected(true);
        // Creates menu button.
        final SplitMenuButton splitMenuButton = new SplitMenuButton();
        // Forward action to selected item when button is clicked.
        // Works ok but logs warnings when the selected toggle is briefly null when the selection changes.
//        splitMenuButton.onActionProperty().bind(Bindings.select(toogleGroup.selectedToggleProperty(), "onAction"));
        // Works ok without warnings.
        splitMenuButton.setOnAction(event -> {
            Optional.ofNullable((RadioMenuItem) toogleGroup.getSelectedToggle())
                    .ifPresent(menuItem -> {
                        Optional.ofNullable(menuItem.getOnAction())
                                .ifPresent(eventHandler -> eventHandler.handle(event));
                    });
        });
        // Bind item's text to button.
        splitMenuButton.textProperty().bind(new StringBinding() {
            {
                bind(toogleGroup.selectedToggleProperty());
            }
            @Override
            public void dispose() {
                unbind(toogleGroup.selectedToggleProperty());
                super.dispose();
            }
            @Override
            protected String computeValue() {
                final RadioMenuItem menuItem = (RadioMenuItem) toogleGroup.getSelectedToggle();
                String result = (menuItem == null) ? null : menuItem.getText();
                return result;
            }
        });
        // Bind item's graphic to button.
        splitMenuButton.graphicProperty().bind(new ObjectBinding<Node>() {
            {
                bind(toogleGroup.selectedToggleProperty());
            }
            @Override
            public void dispose() {
                unbind(toogleGroup.selectedToggleProperty());
                super.dispose();
            }
            @Override
            protected Node computeValue() {
                final RadioMenuItem menuItem = (RadioMenuItem) toogleGroup.getSelectedToggle();
                final Node result = null;
                // Find a way to duplicate graphic here.
                // final Node result = (menuItem == null) ? null : duplicateGraphic(menuItem.getGraphic());
                return result;
            }
        });
        splitMenuButton.getItems().setAll(menus);
        final StackPane root = new StackPane();
        root.getChildren().add(splitMenuButton);
        final Scene scene = new Scene(root, 300, 250);
        primaryStage.setTitle("Test");
        primaryStage.setScene(scene);
        primaryStage.show();
    }
    public static void main(final String[] args) {
        launch(args);
    }
}