Shortcut icons disappear

Hello! I wanted to add shortcuts of some applications to my desktop, then I found out it's impossible for a normal user. You have to either attach it to the task bar or the Start menu, and pray Microsoft won't mess up with your Start menu layout in the next update (happened twice already).

I found out this discussion and followed the instructions (going to explorer.exe shell:AppsFolder and creating shortcuts from there), but it only worked for a few minutes. In less than 10 minutes, two of the six shortcuts I've created using this method had their icons replaced by white paper icons. After restarting the computer, only one remained with its original icon (Figma Desktop). And after updating Figma, it completely disappeared (not leaving just a white paper, the shortcut completely vanished from the desktop). When I go to the same folder, they are iconless there as well.

So, how can I make desktop shortcuts that keep their nice icons even after restarting or updating the software? Thanks in advance!