I think that it is unlikely
that there is a general solution.
By letting
$t
= 2m\theta$
and
$r = n/m$,
$\tan (2m \theta) + \cos(2n \theta) =0
$ becomes
$\tan (t)
= \cos(rt)
$.
Looking at the graphs
of $\tan(t)$
and
$\cos(rt)$,
we see that there is at least
one solution in each range
$k\pi \le t < (k+1)\pi$.
Therefore there are a
countable infinity of solutions
independent of the values
of $n$ and $m$.
Also,
if $r < 1$
(or $n < m$),
there is exactly
one root in each interval.
So it seems to me that
only numerical calculations
can find the roots in general.
However,
for small values of $n$ or $m$,
there may be explicit solutions.