Hello Shlomo,
Yes, there is a workaround for this.
You can add a class to the menu item then add a custom CSS to set a background color to that menu item.
To do this, please go to WP Admin > Appearance > Menus then click on the Screen Options link on the top right part of the page.

Once click, you should see a collapsed panel. Make sure that CSS Classes is active under Show advanced menu properties.

Go to your menu items and you should see the CSS Classes (optional) field under the menu item settings:

Add a class to the menu item that you want to target. In this example, we will use the class highlight
to the menu item.
Once the menu is saved, go to X > Theme Options > CSS then add this code:
.x-navbar .desktop .x-nav>li.highlight span {
background-color: green;
border-radius: 8px;
display: block;
padding: 6px;
}
Feel free to change the value in the code above.
Hope this helps.