...that's pretty slick but the discoverability on Windows is still better

first..you'd have to know to think about what the feature is named...

...on Windows...you can invoke any menu by pressing ALT and then the first letter of the menu or a designated letter on a menu option (or you can use the arrows)...all windows menus get this behavior by default, in addition to separate keyboard shortcuts that can also be defined in the application

...you can get to the menus on Macs through a rather inconvenient combo CTRL-F2 (CTRL-FN-F2 on Macbooks)...but you can only arrow through commands, there are no letter shortcuts in that case.

...I like OS X, but this is one area that Windows does much better (that and multiple monitors)...