Mullions are not equal citizens in Revit. You can tag a curtain wall panel but not a curtain wall mullion. Specifically you cannot use the Drafting menu > Tag > By Category or Multi-Category. This means you can't tag them as simply as you can tag other elements, by creating a tag family and choosing one of the various Identity Data group parameters then tagging.
So what are your options?
You CAN tag a mullion using Drafting menu > Tag > Material. This uses the Description Parameter of the material assigned to the mullion. This may suffice...it may not.
You CAN Keynote a mullion using any of the three methods: Element, Material or User. Naturally this means you have to assign whatever you'd like to display in the tag to the Keynote value of the mullion.
The best solution would be for Revit's developers to promote mullions to equal status to other taggable elements.