Yea this is one that you will have to extend a class for sadly because the default wp implementation doesn’t allow you to add attributes to an li element via a filter, only css classes AFAIK.
In your theme’s function.php create something similar
class my_custom_li_nav_menu extends Walker_Nav_Menu {
function start_el( &$output, $item, $depth = 0, $args = array(), $id = 0 ) {
$indent = ( $depth ) ? str_repeat( "\t", $depth ) : '';
$class_names = $value = '';
$classes = empty( $item->classes ) ? array() : (array) $item->classes;
$classes[] = 'menu-item-' . $item->ID;
$class_names = join( ' ', apply_filters( 'nav_menu_css_class', array_filter( $classes ), $item, $args ) );
$class_names = $class_names ? ' class="' . esc_attr( $class_names ) . '"' : '';
$id = apply_filters( 'nav_menu_item_id', 'menu-item-'. $item->ID, $item, $args );
$id = $id ? ' id="' . esc_attr( $id ) . '"' : '';
// We've got a sub-menu, you can remove this condition and
// have the attribute display for all the li elements, but just in case you only wanted sub menus
if ( $depth > 0) {
// This is where the magic happens lol
$output .= $indent . '<li' . $id . $value . $class_names .' aria-haspopup="true">';
} else {
$output .= $indent . '<li' . $id . $value . $class_names .'>';
}
$attributes = ! empty( $item->attr_title ) ? ' title="' . esc_attr( $item->attr_title ) .'"' : '';
$attributes .= ! empty( $item->target ) ? ' target="' . esc_attr( $item->target ) .'"' : '';
$attributes .= ! empty( $item->xfn ) ? ' rel="' . esc_attr( $item->xfn ) .'"' : '';
$attributes .= ! empty( $item->url ) ? ' href="' . esc_attr( $item->url ) .'"' : '';
$item_output = $args->before;
$item_output .= '<a'. $attributes .'>';
$item_output .= $args->link_before . apply_filters( 'the_title', $item->title, $item->ID ) . $args->link_after;
$item_output .= '</a>';
$item_output .= $args->after;
$output .= apply_filters( 'walker_nav_menu_start_el', $item_output, $item, $depth, $args );
}
}
Then in your child theme header.php, (for instance if it were based on TwentyTwelve) you would want to go to the header file and add the walker argument like so
<?php wp_nav_menu( array( 'theme_location' => 'primary', 'menu_class' => 'nav-menu', 'walker' => new my_custom_li_nav_menu() ) ); //<-- on the end there ?>