Work without adding 'menu_walker'

Anyway we can get this working without having to go into the header and manually adding walker => to our wp_nav_menu function? I only ask because I’d like to add this feature to one of my plugins, but obviously want to avoid having the user go add this to their header file. I’d like this to get added on plugin activation. Thanks for the helpful starting point Remi. https://wordpress.org/plugins/sweet-custom-menu/