I too wish this was simpler to implement, as would be a time saving improvement. The nearest I have been able to achieve this by downloading the below well documented file type manager program which allows you to change features relating to specific file extensions.
The trouble is making a change to the .gcode file extension (such as changing the associated icon), will unfortunately apply the change to the other file formats that are associated with Simplify3D (.stl and .fff).
What you can do however is tick the box that says ''Always show this File extension''.
This means windows explorer and you desktop etc. will all show the file extensions at the end of the file names for these three format types. But crucially means you don't have to use the windows show all extension types for every file on your system, which was a step too far me as added way to much clutter for my liking.
Hope this helps others like me
BUT... If anyone finds a better solution please post! As ideally we should be able to associate a dedicated Icon for each file format.... perhaps v5.0 ???