Thanks to a suggestion from one of our fine developers, application links can now have icons.
To set an application link’s icon, click the “Choose an icon” link in the app’s edit screen:
A screen then appears, showing the entire Silk icon set from famfamfam. Select one of these by clicking on it.
After selecting an icon, it’ll appear right away:
Save the changes made to the app, and the icon will appear next to the link in your users’ admins: