Tom very quickly wrote back to me with a fix. Which I now share:
Add the following to the custom CSS in the theme...
#{$wrap} #{$menu} {
> li.mega-menu-megamenu > ul.mega-sub-menu li.menu-item > a {
padding: 3px;
display: block;
}
> li.mega-menu-megamenu > ul.mega-sub-menu li.menu-item > a:hover {
background: red; /** background color **/
color: white; /** font color **/
}
}