My first go at a custom menu walker in WordPress. Starting with the example from WordPress.org, I added code to output an SVG icon as part of the link on each menu item.

menu-walkers.php

if ( ! class_exists( 'doublee_Secondary_Walker' ) ) :
	class doublee_Secondary_Walker extends Walker_Nav_Menu {

		/**
		 * Start the element output.
		 *
		 * Adds main/sub-classes to the list items and links.
		 *
		 * @param string $output Passed by reference. Used to append additional content.
		 * @param object $item   Menu item data object.
		 * @param int    $depth  Depth of menu item. Used for padding.
		 * @param array  $args   An array of arguments. @see wp_nav_menu()
		 * @param int    $id     Current item ID.
		 */
		function start_el( &$output, $item, $depth = 0, $args = array(), $id = 0 ) {
			global $wp_query;
			$indent = ( $depth > 0 ? str_repeat( "\t", $depth ) : '' ); // code indent

			// Passed classes
			$classes = empty( $item->classes ) ? array() : (array) $item->classes;
			$class_names = esc_attr( implode( ' ', apply_filters( 'nav_menu_css_class', array_filter( $classes ), $item ) ) );
			
			// Slug:
			// Get the menu item title and put it into lowercase
			$slug = strtolower($item->title);
			// Remove ampersands
			$slug = str_replace('&', '', $slug); 
			$slug = str_replace('#038;', '', $slug); 
			// Replace spaces with hyphens
			$slug = preg_replace('#[ -]+#', '-', $slug);
			
			// Get SVG source. Uses the slug to look for an SVG file named item-{slug}.svg for each item
			$icon = file_get_contents(get_stylesheet_directory_uri().'/assets/images/icons/icon-'.$slug.'.svg');
			$icon = (string)$icon;

			// Build HTML of the list item
			// To add the icon inside the list item but outside of the <a>, add $icon to the end of this instead of below
			$output .= $indent . '<li id="nav-menu-item-'. $item->ID . '" class="' . $class_names . '">';

			// Link attributes
			$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        ) .'"' : '';
			$attributes .= ' class="menu-link ' . ( $depth > 0 ? 'sub-menu-link' : 'main-menu-link' ) . '"';

			// Build HTML output and pass through the proper filter
			$item_output = sprintf( '%1$s<a%2$s>%3$s%4$s%5$s</a>%6$s',
				$args->before,
				$attributes,
				$args->link_before,
				$icon, // put the icon inside the link itself
				apply_filters( 'the_title', $item->title, $item->ID ),
				$args->link_after,
				$args->after
			);
			$output .= apply_filters( 'walker_nav_menu_start_el', $item_output, $item, $depth, $args );
		}
	}
endif;