Styling categories widget?

I’m working on a theme where I’d like all <li> tags in the menus and widgets to have a bit of space above and below them, but only if they contain a nested <ul> tag. This is easy to do in the main navigation menu because the <li> tags have a menu-item-has-children class to target with CSS. But I’m running into trouble with the category widget because in that widget, the <li> tags all have the same classes applied. Is there a filter hook that can alter the output of the category widget?