Hello,
'ordinary' Stiefel-Whitney classes are elements of the singular cohomology ring and are constructed using the Thom isomorphism and Steenrod squares. So I think they should exist for any (generalized) multiplicative cohomology theory for which the Thom isomorphism and cohomology operations like the Steenrod squares exist. If I am not wrong, I would be really happy about some references on this.
Thanks in advance (and marry christmas)
Jonas