One characteristic of the surreal numbers is that they are a monster model of the first-order theory of real numbers, according to Joel David Hamkins in this post. Thus they are real-closed, and every other real-closed field embeds into them with very nice properties. So we may ask if one can similarly create a monster model of the first-order theory of natural numbers as a kind of "surnaturals."
One natural question to ask is if the non-negative elements in Conway's ring of "omnific integers" would fit the bill, given that they are often promoted as the "surreal version of the integers" or something like that. However, it is rather easy to see that this is not true: the omnific integers have the interesting property that their field of fractions is the entire surreal number field, thus there are two omnific integers whose quotient is the square root of 2, whereas no such integers exist in any model of the naturals.
Thus in some sense, the omnific integers are not quite the most direct correspondant of the natural numbers within the surreal numbers. So one question is if the monster model can be built constructively, similarly to the surreals. I would suspect that such a construction exists, given that Joel David Hamkins was able to explicitly construct a monster model of all groups (!) in the above post, which would seem to suggest a monster model of the integers also exists, and thus the naturals as those non-negative integers.
How can one build such a model?
EDIT: I initially asked if the Grothendieck ring of the ordinals with commutative addition/multiplication could be a monster model for the integers, but it is apparently too small, since for $\omega$ we should have that $\omega$ is either even or odd. This means there should be some element $x$ such that $x + x = \omega$, or $x + x = \omega + 1$, so either $\omega/2$ or $(\omega + 1)/2$ should be in our set. Also, there will need to be some element in the monster model which is divisible by every standard finite number, and if that were $\omega$, we'd thus need to have $\omega \cdot q$ for every rational q. Thanks to Noah Schweber and Emil Jeřábek for pointing this out, and also to Emil for clearing up some confusion I had about whether the non-unique factorization of omnific integers necessarily implies they are not a model of the naturals (apparently it does not, but there are other reasons why, such as there are two omnifics whose ratio is sqrt(2), which is provably not true in any model of PA).