Actually there are four Catholic Churches in Menomonee Falls. 1. St Anthony's I think might be the oldest. N74 W13604 Appleton Ave. 2. St. James on the far west side W220 N6588 Town Line Rd. 3. St. Mary's is right in the center of the town N89 W16297 Cleveland Ave. 4. Good Shepherd on Christman is also close to downtown area but I think it is newer than the rest.
The Family history center in Hales corners might have records of the cemeteries. They have most of the Catholic Church records from Milwaukee Achdiocese up to about 1920.