I have created a class extending from the core yii2 Nav class to add some parameter that will take 2 extra parameters for icon classes around the menu items (both left and right sides).
You may check the class in - https://github.com/azraf/yii2-simpleapp/blob/master/classes/SimpleNav.php
Also, you may like to check this, for how to use it - http://blog.makewebsmart.com/yii2-adding-icon-in-menu-with-yii2-simpleapp-class/292
Let me know if you like it.