JSFiddle - React, Tailwind, and code Playground

HTML

<script src="http://fancyapps.com/fancybox/source/jquery.fancybox.js"></script>
<link rel="stylesheet" href="http://fancyapps.com/fancybox/source/jquery.fancybox.css">
<ul>
 <li>Blah1
  <ul>
   <li><a href='http://xxxx'>Blah1a</a></li>
   <li>Blah1b</li>
   <li><a href='#'>Blah1c</a></li>
   <li><a href='http://zzzz'>Blah1d</a></li>
  </ul>
 </li>
 <li><a href='http://aaaa'>Blah2</a></li>
    <li>Blah3
  <ul>
   <li><a href='http://xxxx'>Blah2a</a></li>
   <li><a href='http://yyyy'>Blah2b</a></li>
  </ul>
 </li> 
</ul>

JavaScript

$("li").not(":has(>a)").each(function(){
      var $contents = $(this).contents();
    if ($contents.length)
      $contents.eq(0).wrap('<a href="#" />');
});