Hello @pandrum I had the same issue.
Apparently there is a product issue with self service. After talking with Jamf support, we had to run this command on the clients;
sudo chmod 775 /Applications/Madison College Self Service.app/
This would change the permissions so the self service app could begin receiving the branding of the icon. This so far has worked great for us. You would obviously change to the name of your self service application. We had ours set to Madison College Self Service.
After running this command, on the second subsequent use of self service, the icon would change and be set to go.