I don't have a link to hand but check out my YouTube tutorial on pdoMenu. Just search for pdoMenu and it should come up.
You can apply classes or css to the output, but I think you will run into a problem when you want to have different styles within one call. I am sure there is some way to do that but it might be tough.
So, a simple way to do this is make them different wayfinder calls, so in your example you would have three, with the middle one using the bullet points. Each call will define the style of its output, the parent IDs will all be different, and from the looks of it the top and bottom calls will be the same while the middle one will have the special style.
You can use a different set of Tpl chunks for every Wayfinder or pdoMenu call, though you have to be careful in naming them so that you don't end up editing the wrong ones when you want to change things.