Do I miss something or is it *impossible* **to theme the link anchor HTML element** `<ul class="main-menu"><li><a href="" class="put something in here"></li></ul>`  for a targeted menu on the theming level (theme functions)?

We can theme the `<li>` elements and the menu block elements with HOOK_menu_link_MENU_NAME(). Thanks to [David Thomas][1] for pointing that out to me. But I had no luck with targeting the nested anchors itself. The Devel array output and the drupal.org docs only brought me to `theme_menu_item_link()`, `theme_links`, `theme_link()`, and others, but I can't see an opportunity here to elegantly incept dynamic values for css classes on the anchor element?

I would like to add style class attributes to the `<a>` element in  ul > li of a given menu (not of all menus, thats what `theme_links()` does)... 

NOTES:

 - nested css targeting by altering the upper element is not an option
   here, since the required css class is level sensitive and should NOT
   be applied to the upper html element. 
   
 - And yes, I know the [menu_attributes][2] module. It's an awesome
   module I use very often. But the approach is different. I don't want
   to change the menu link data in the DB, but the output only.

 - There is an issue for the `theme_links()` function on drupal.org mentioning 
   some trouble with its scope and how it works: https://drupal.org/node/588148
   > [theme_links()][3]: Returns HTML for a set of links. => theme_links($variables)
   > [https://drupal.org/node/588148][4] => theme_links() is not really
   > themeable [#588148] => Drupal core, theme system, normal, needs work,
   > 49 comments, 1 IRC mention

 - Another option would be to add `<span>` elements inside the anchor elements. I already did this for node objects but I don't know if this is possible here and if this is the right way to do it.


  [1]: http://drupal.stackexchange.com/users/7153/david-thomas
  [2]: https://drupal.org/project/menu_attributes
  [3]: http://api.drupal.org/api/function/theme_links/7
  [4]: https://drupal.org/node/588148