There is one icon that is specific to your wmaker dock. You can set it graphically by right-clicking the appicon while the application is closed and setting the icon in the properties menu.
The other icon is derived from XDG_ICONS (your icon theme). I believe these cached by WindowMaker when your first run an application.
It's worth checking to make sure that you don't have an old version:
`~/WindowMaker/GNUstep/Library/WindowMaker/CachedPixmaps/`
Simply change/delete the icon in there and it should behave like you expect.