@Aeris: That's a reasonable assumption to make, and the Catalog system is already murky enough as it is, so I never really tried that

.
(That's assuming when you say 'cover', you mean the cover thumbnail when the Touch/PaperWhite Home screen is in 'Cover View' mode).
One thing to keep in mind is that if the books in question have a valid ASIN (ie. they come from Amazon), then it's also likely that they'll end up with a proper thumbnail on their own when the Kindle eventually gets to it (they're fetched from Amazon, not built from the file on your device).