I asked (and also answered) a more general version of this question a while ago. To summarize the answer, some results of Kanovei and Shelah have the following corollary:
Fact. In $\mathsf{ZFC}$ there is a uniform procedure for building 'set-saturated,' class-sized elementary extensions of arbitrary structures. That is to say there are formulas $S(M,L,x)$ and $F(M,L,f,x)$ in the language of set theory such that in any model $V \models \mathsf{ZFC}$ if $L \in V$ is a language and $M \in V$ is an $L$-structure, then the following hold (where $M^\ast = \{x \in V : V \models S(M,L,x)\}$):
- $M \subseteq M^\ast$,
- if $\varphi \in V$ is an $L$-formula with free variables $x_0,\dots,x_n$ and $\bar{a} \in M^\ast$ is an $n$-tuple, then $V \models F(M,L,\exists x_n\varphi,\bar{a})$ if and only if $V \models (\exists x \in M^\ast) F(M,L,\varphi,\bar{a}x)$ (where we are using some fixed coding of tuples in $\mathsf{ZFC}$),
- furthermore, if $\bar{c} \in M$ is an $(n+1)$-tuple, then $V \models F(M,L,\varphi,\bar{c})$ if and only if $V \models “M \models \varphi(\bar{c})”$ (in particular, if $\varphi$ is a sentence, then $V \models F(M,L,\varphi,\varnothing)$ if and only if $V \models “M \models \varphi”$), and
- if $A \subseteq M^\ast$ is a set and $p(x)$ is a consistent set of $L_A$-formulas with free variable $x$, then there is $b \in M^\ast$ such that for any $\varphi(x,\bar{a}) \in p(x)$, $V \models F(M,L,\varphi,b\bar{a})$.
So to state it informally, $S(M,L,x)$ defines the universe of a class-sized elementary extension of $M$ and $F(M,L,f,x)$ is its truth predicate.
Applying this to the naturals tells us that there is a formula that defines a proper class monster model of $\mathrm{Th}(\mathbb{N})$ in any model of $\mathsf{ZFC}$.
One thing to note, though, is that without global choice (which makes my original question trivial), it's unclear whether there's always a definable isomorphism between different set-saturated class-sized models of a given theory. I believe this is related to an unanswered MathOverflow question of Hamkin's. That said, if $M$ and $N$ are $L$-structures and $M \equiv N$, then there will be an isomorphism between $M^\ast$ and $N^\ast$ that is definable with certain parameters.
Another thing to note is that certain constructions that model theorists commonly use with the monster model are unclear in the context of these class monster models. There isn't necessarily a good way to talk about arbitrary global types, for instance. You do, however, get a good homogeneity property: There is a subgroup $G$ of $\mathrm{Aut}(M^\ast)$ that can be represented as a class in a definable way which has the property that if $\bar{a}$ and $\bar{b}$ are set-sized tuples that realize the same type, then there is a $\sigma \in G$ such that $\sigma \bar{a} = \bar{b}$.