While Wayfinder does not supply the [[+wf.level]] placeholder, pdoMenu (that comes with pdoTools) does. So you can have something like this
[[pdoMenu?
&startId=`42`
&level=`3`
&outerTpl=`@CODE <ul class="level0">[[+wrapper]]</ul>`
&innerTpl=`@CODE <ul class="level[[+level]]">[[+wrapper]]</ul>`
]]
The inner ULs will get the level of their parent LI elements. It's not necessary to specify a levelClass, which would give levels to the LI elements as expected.