if(!empty($_REQUEST['menu-item-custom-category'][$menu_item_db_id])) {
    delete_post_meta($menu_item_db_id, '_menu_item_custom_category');
    $values = $_REQUEST['menu-item-custom-category'][$menu_item_db_id];
    foreach($values as $value) {
        add_post_meta($menu_item_db_id, '_menu_item_custom_category', $value);
    }
}

$item->custom_category = get_post_meta( $item->ID, '_menu_item_custom_content');

<p class="field-custom-category description description-thin">
<label for="edit-menu-item-custom-category-<?php echo $item_id; ?>">
    <?php _e( 'Custom Categories' ); ?><br />
    <select name="menu-item-custom-category[<?php echo $item_id; ?>][]" id="edit-menu-item-custom-category-<?php echo $item_id; ?>" class="widefat code edit-menu-item-custom-category" multiple>
        <?php
            $YPE_cats = get_categories();
            foreach ($YPE_cats as $YPE_cat) { ?>
                <option value="<?php echo $YPE_cat->slug; ?>"  <?php echo selected(in_array($YPE_cat->slug, $item->custom_category)); ?>><?php echo $YPE_cat->name;?></option><?php
            }
        ?>
    </select>
</label>
</p>