Under windows 10, using both things mentioned in this post worked for me:
Use the VboxManage command to assign a png icon. This will update the icon in the virtual box manager, as well as in the top left corner of the VM's window, and also the vm's corner icon in the Alt+Tab menu.
Then, create a desktop shortcut to the VM and use the standard windows option of changing the icon for the shortcut, and that icon will show up in the taskbar.