I happily give monsters feats or even specific class abilities. I don't fill them up with them, just enough to fit what I need. For instance, I had a couple of wights who were bodyguards to a cleric and I gave them the protection fighting style to round them out. I don't necessarily note down the feat either, rather than giving monster the magic initiate feat, I'll just give them cantrips. Instead of Heavy armour mastery, I'll just give them DR 3 to non-magical weapon attacks (or just DR 3).
It is definitely worth looking at feats and class abilities to spice up monsters, whether it is the entire group in the encounter or just one or two elites.