Sorry, but it didn't work for me on Windows 10. Here is what worked...
1. use step 3 above: i.e. - Start 'Run' (by pressing [WINDOWS]+[R]), type in 'shell:AppsFolder' and press [ENTER].
2. right click app and create shortcut, it will give you the following warning: Windows can't create a shortcut here. Do you want the shortcut to be placed on the desktop instead?
3. Drag your newly created shortcut on your desktop to rocketdock. It will show up with "?" as an icon.
4. Right click new Rocketdock Icon and select icon settings
5. In the icon settings pop up, ADD TO BEGGINING of the target box the following: shell:AppsFolder\
6. Make sure that the rest of the APPID has not been altered
7. Hit OK and you're done.
8. You can change the Default Icon to your liking.
Hope this helps!