When a caravan member dies, they are cremated and carried in a decorated urn or custom made jewelry urns for their loved ones to carry a piece of them with them.
Khajiits make excellent hair stylists since they have so much hair. They're especially good at crafting oils for ones scalp. To trust a Khajiit with your hair means to them you trust their skills and it can feel like an honor. It isn't uncommon for one stylist to be in a caravan since it's necessity to avoid fur matting during travel.
When young cubs shed their baby teeth, their parents collect the teeth in a small container or locket. To bless their children with the happiness they felt as a child through the teeth.
Sphinx Khajiits wear headdresses to cover their sensitive skin and will have lotions on hand to keep themselves moisturized. They might sell it if they're feel generous but won't share their recipes with just anyone.
When tensions were really high towards the Khajiit race, some Khajiit prisoners were subjected to a grueling torture method to ensure they were "disarmed". Declawing faded out around the time Elsweyr became allies with the Aldmeri Dominion. Their guidebooks state that declawing is not a method to use so casually during an interrogation and to avoid it if they can.
The bigger the Khajiit, the deeper their purs are. Alfiqs obviously have the highest pitch purs. Even the more elven looking khajiit can purr but they seldomly do it in public. Its usually reserved for ones they are affectionate with.