[Tristan Lall]

There are several ways of going about this:

• The first is to make the changes in the assembly; any features created using Feature | Create in assembly mode will be created as assembly features. These are not specific to a single part, but rather, are contained in the assembly. Typically these are used for things like a cut through multiple parts at once (in real life, you assemble it, then cut it). Since you don't seem to want to change the parts themselves, this sounds like what you need. I'll include the other options, just so you know what else can be done.
• Another option is to make your changes in part mode, and then see how they turn out in the assembly. This is preferred if you don't want to create dependencies on the assembly file, and/or other parts. Perhaps the part is used in a different assembly, which you don't want to reference.
• The last way is to use (on the right-click context menu) Insert Feature. This will allow you to create a feature that is stored in the part file, but which can reference the assembly. It creates lots of dependencies, though, so you need to be careful using it. (I use it a lot for gearboxes.)