A lightbulb, LED, buzzer, etc... can easily and CHEAPLY be wired into the main side that would alert you if power returned.
As someone else mentioned, put it on a switch so you can disable the thing when the power comes back on.
For me, I just watch the neighborhood lights from time to time. When their lights come back on, I then usually run the generator for a while longer, before shutting it down and switching back to grid power. We have had many instances of power coming in, then going out again just seconds later.
Sure it's easy, and cheap to put in a buzzer or light bulb on the feeders. But it's' also a potential hazard.
You would need to safely fuse it. And, could it be done in such a way to pass the application of the code book, if it was inspected?