I need to navigate to the folder where I store all my custom icons
every time I want to change the icon of my apps launcher
because the last used folder is not remembered in the
launcher settings window. Would be nice if the last used folder is remembered.

Here are steps to change the launcher icon:
right click on the launcher icon
select the option to configure your current launcher (dashboard, app launcher or app menu)
click your current icon, select "choose..."
select "other icons" radio button, click "browse" button,
select some icon and apply