I have had this also in the last week, but only on 4 shortcuts. Some were Amazon apps and some from the market. Downloaded several games and move to media area. Rebooted phone since it had been a couple of days. As usual, Icon picture on shortcut dissapeared--Lookout scanned all apps at startup and the ones that have been changing to a generic pix all "fixed" themselves after the scan.... Wierd.
Update: Icons still loose their icon on reboot, but installing a shortcut to Evernote, an application in the media are of the internal SD memory restores the correct icon....