I don't use Docker, so can't answer concerning it.
When you run "make menuconfig", when you save and close, it moves .config to .config.old. So just run:
diff /usr/src/linux/.config /usr/src/linux/.config.old
You can't show changes with menuconfig, and copy the text with markings (whatever markings are).
Go to your kernel source directory and run "make && make modules_install install" and you will get the bzImage into /boot as vmlinuz-$VERSION, as well as config-$VERSION and System.map-$VERSION
NB: after the first make add -j and the number of CPU cores +1 found when you issue "nproc", such as "make -j9"
Now edit /etc/boot.conf to make sure you have at least one stanza where it looks for: