Sort your custom post type via pre_get_posts like this

do-sort-like-this.php

/**
 * Check before sorting your custom post type admin lists so you don't
 * override other changes.
 */
add_action( 'pre_get_posts', array( $this, 'admin_order_posts' ) );
public function admin_order_posts( $query ) {

	if( ( is_admin() && $query->is_admin ) && $query->get( 'post_type' ) == 'my_custom_post_type' ) {

		// This prevents other orderby options from breaking.
		if ( !$query->get( 'orderby' ) ) {
			$query->set( 'orderby', 'menu_order' );
			$query->set( 'order', 'ASC' );
		}
	}
}