I've noticed that many of my Sefaradi friends seem to practice Tzenius (laws of Modesty) different than Ashkenazim.
Is there actually a difference in halakhot about this? And if there are can someone please provide a full list of the differences?
There are no actual difference when it comes to hilchos tznius between Ashkenazim and Sefardim, there is just a difference of opinions in both "groups" and you have both sides of the opinion in both groups.
For example, some Sefardi gedolim say wigs are mutar and others say that they're asur. Rav Ovadia Yosef, zt"l, was very against wigs and Rav Meir Mazuz, shlita, says that it is mutar to wear them.
Same with Ashkenazim, some gedolim say it's asur and some say it's mutar. So, as far as I am aware that is the only thing in hilchos tznius that Ashkenazim and Sefardim differ from.