Question: I have a couple of command prompts that start with different environment variables and a couple of applications with the generic "Application Icon", is there any way to give them different icons? .

Also is there anyway to pin a shortcut to the taskbar?

**Edit**: I figured out why I was having problems now. If you already have a shortcut pinned to the taskbar that points to one application, you cannot pin another shortcut to the application that points to the same application (it shows an x when you drag it to the taskbar). This is why I was having problems, as I already had the same application on the taskbar and I wanted to pin a different version with different startup commands. Is there any way to do this?

Answer: 
How about making a batch file for each? Then Windows won't know what the batch file is and won't keep you from having the two icons pinned at the same time. For example comspec1.cmd and comspec2.cmd.
Addressing your edit:
You could try making a shortcut to a shortcut.

Maybe make a shortcut in the app folder with your CLI arguments and make a shortcut to that?