To change standard Apple app icons is a little bit harder (these are any icons you can't actually delete like mail, photos and music.
Step 1: Repeat steps 1-4. When you chose your shortcut link type, select URL.
Step 2: Rather than adding in a URL you can use the following:
To open music = Music:
To open photos = Photos-redirect://
To open calculator: showcal://
To open messages: SMS:
Top open maps: Maps:
To open mail: Mailto:
It's also worth noting that there isn't always an option for the app you use in the search, for instance, I couldn't change my camera icon so I downloaded Line Camera (which is free AND amazing!) so sometimes it's worth downloading one of the suggested apps instead. Hopefully everything else is pretty straight forward but if you do have any questions, let me know and maybe we can figure it out!