There's no other way, how to change html output from menu view helper (except indentation and <ul>
class).
Well, of course, you can write your own menu view helper - extend Zend\View\Helper\Navigation\Menu
and override htmlify method:
https://github.com/zendframework/zf2/blob/release-2.2.5/library/Zend/View/Helper/Navigation/Menu.php#L472,
but I think, partial template is much better and easier solution.