Automatically add class to  to WYSIWYG
According to your description, you want to automatically add the class to all lists within the CKEditor content for better theming.

I suggest not doing so within the CKEditor. Use a custom text filter instead. This avoids users accidentially forgetting to add the class manually and keeps your database stored contents cleaner.

The custom filter could parse the content and automatically add the classes when the text format is rendered. A good guide on getting started with creating custom text filters is this one: https://www.lullabot.com/articles/creating-a-custom-filter-in-drupal-8

In your process method you should use a simple DOM parser to add classes to all ul tags (not tested though, just for illustration):

namespace Drupal\my_module\Plugin\Filter;

use Drupal\Component\Utility\Html;
use Drupal\filter\FilterProcessResult;
use Drupal\filter\Plugin\FilterBase;

/**
 * Drupal 8 filter to automatically add class to unnumbered lists.
 *
 * @Filter(
 *   id = "my_lists_filter",
 *   title = @Translation("My lists filter"),
 *   description = @Translation("Automatically adds my_class to unnumbered lists."),
 *   type = \Drupal\filter\Plugin\FilterInterface::TYPE_MARKUP_LANGUAGE,
 * )
 */
class MyListsFilter extends FilterBase {

  /**
   * {@inheritdoc}
   */
  public function process($text, $langcode) {
    // Create DOM document.
    $dom = Html::load($text);

    // Get all UL tags.
    $lists_query = '//ul';

    // Get DOM nodes from XPath query.
    $xpath = new \DOMXPath($dom);
    $nodes = $xpath-&gt;query($lists_query);
    // Whether we have results.
    if ($nodes-&gt;length &gt; 0) {
      // Iterate over list elements and add our class.
      foreach ($nodes as $node) {
        $classes = explode(' ', $node-&gt;getAttribute('class'));
        $classes[] = 'my_class';
        $node-&gt;setAttribute('class', join(' ', array_unique($classes)));
      }
    }

    return new FilterProcessResult(Html::serialize($dom));
  }

}