It seems I have managed to find the way to do it and it works perfectly.
I made the following steps:
1) Enabled CSS Classes in WP-Admin -> Appearance -> Sceen Options
2) Inserted “fancybox” into CSS Classes for menu item
3) Insertd shortcode for my contact form into the page I want to open from menu item like this:
[contact-form-7 id="546" title="0542"]
4) Used plugin “Show Content Only” to generate the custom link for the page showing only content
5) Made the Show Content Only Link as default link for the page I wanted to display in Fancybox (where Contact Form is)
Works great! Thanks!