Vasto Lorde is apparently Vast Lord in Portuguese.

And I'd also say that if you don't apply the literary meaning to "Menos" and just consider it a name, then when used with "Grande" it'll mean "Big Menos", and I think that's the intention. And as bagand said, Grande is often used as "Great"... Just as Alexander the Great is known as "Alejandro el Grande". So any of those uses should be acceptable.