Just because people UNCHECK: Add Desktop Shortcut when updating CCLeaner, that shouldn't mean a go ahead to delete existing custom CCleaner Desktop icons!
Maybe include a a button on the side that UNCHECKS all options and leaves current settings in place when updating CCLeaner would resolve this. We have to UNCHECK five things now every time we update CCleaner so that would make things quicker.
It's a long time since I had any desktop icons (use Rocketdock), but doesn't a desktop icon have a "read only" setting when right clicked?
For the umpteenth time tonight I wish I was on my own Windows machine but I'm using my sons Mac, so I can't have a quick looksee to check that out. If your custom icon can be set to "read only" that may solve your problem.
I have an Opera "favicon" set to "read only", the red Yahoo favicon. I hate that purple colour, and this ensures that my red one is never deleted. It works for favicons so maybe it'll work for your custom icon.
Read only shortcut will still get deleted or replaced, the only way to prevent CCleaner from messing with your custom shortcut is to *not* name the shortcut CCleaner.