Theorem. There is a definable class embedding from Ord to a dense subclass of No if and only if V=HODThe following are equivalent.
There is a definable bijection from Ord to No.
There is a definable surjection from Ord to No.
There is a definable map from Ord to No with dense image.
V=HOD.
Proof. If V=HOD holds, then there is definable bijection between
the class of ordinals and the entire universe $V$, and from such an
embedding one can construct a definable bijection between Ord and
No. So this is a case where we have such a definable dense class as
you requested4 implies 1, which implies 2, which implies 3.
ConverselyConvesely, suppose that V=HOD fails. Since in ZFC every set is
coded by a set of ordinals, it follows that there must be some
$\alpha$-length binary sequence $s$ that is not in HOD, which means
that $s$ is not definable from ordinals, and neither therefore is
any longer sequence than $s$. But the binary sequence $s$
determines a certain interval in No, by following the digits of $s$
left-and-right through the tree representation of the surreal
numbers. If there were a definable map from Ord to No with dense
image, then there would be OD element of No in this interval.
Suppose that the $\beta^{\rm th}$ element was in that interval. It
follows that $s$ would be definable from $\beta$ and $\alpha$ as
the $\alpha$ length sequence describing the interval at that level
of the tree inside of which the $\beta$-th surreal was to be found.
So $s$ would be ordinal definable, a contradiction. So 3 implies 4. QED