add class to links

menu.html.twig

{# Create CSS class #}
{%
  set link_classes = [
    'c-menu-' ~ menu_name|clean_class ~ '__link',
  ]
%}
<li{{ item.attributes.addClass(item_classes) }}>
  {# In link function add link class and remove leaking item classes #}
  {{
    link(
      item.title,
      item.url,
      item.attributes.addClass(link_classes).removeClass(item_classes)
    )
  }}
  {% if item.below %}
    {# Pass menu_name as an argument to the macro #}
    {{ menus.menu_links(item.below, attributes, menu_level + 1, menu_name) }}
  {% endif %}
</li>