Show menu item to all users, prompt for credentials for anonymous
As you know, Drupal excludes menu links that the user doesn't have permission to view. 

One way around this is to build a menu specifically for anonymous users using the same titles as your other menu, but all pointing to the /user/login?destination=my/view/path path. Once the that menu is built, you can create a menu block from it that only displays for the anonymous user role. 

After adjusting the original menu block such that it only displays for the authenticated user role, you will effectively have menu items that display for both roles and prompts a user to login when viewing anonymously. For good measure, you might want to set your Basic site settings such that 403 requests are redirected to /user/login in case the user navigates to the views page directly.