Do not know if it’s exactly what you’re looking for but this short snippet adds custom classes to nav menu item :
add_filter('nav_menu_css_class' , 'wpse_143574_nav_class' , 10 , 2);
function wpse_143574_nav_class($classes, $item){
$classes[] = "my-class";
}
return $classes;
}
This could be modified with some conditional tags too.
EDIT: $item
is often useful for example if ( $item->title == 'Contact')