Geertjan describes in https://blogs.oracle.com/geertjan/entry/icons_for_netbeans_platform_applications how to hack the icon-resource in the *.exe file to make it possible to exchange the icon.
I think could be even easier: The nbi-installer could create the *.lnk using a customer defined icon. So no resourcehack in the exe file is necessary. This way the custom icon is seen on the desktop and in the startmenu. The original *.exe stays untouched.
EXPECTED: After installing a NBRCP app, the link on the desktop and in the start menu use the custom branding icon.