Quote: "what program do you use to change the icon? "
I wrote the tutorial in the community guide (I think?)

Yep... it was me. LOL I have used this method a few times and it always worked for me.
The three methods in the guide are actually one method. All of the instructions/programs are required to complete the change. The first program changes the icon image, the second changes the icon text, and the third repairs the exe after you change the icon. If you don't repair the exe after you change the icon, it will do as you described earlier... nothing.
What version of FPSC are you using?
Best.