This was happening on my phone - every day 2 or 3 icons would show up on my desktop. Even went into Sprint and short of a hard reset they couldn't do anything. At the time I wasn't willing to lose everything and do a hard reset.
Last week I finally decided to hard reset - not because of the icons but because I was having a problem with my bluetooth headset connection - and installed all but the games I had.
That solved the problem with the desktop icons. They no longer keep popping up. Must have had something to do with one or more of the apps, but no idea which app was the culprit. Decided I can do without games on my phone.