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Windows users really don’t run into this problem, as it appears (mostly) to already do this for you. But how about Internet shortcuts on your Mac?
The MacOS desktop does not utilize the FavIcons of a particular website to make the icon look more distinguishable … and there appears to be no simple one click step to make this happen either.
Apple: Isn’t it time to add this to MacOS? It’s available under iOS? Why not in MacOS X …?
Anyhow; in the article a quick trick for now that makes this happen anyway.