Applying custom icon to desktop alias

The way to change the icon picture of desktop aliases as described here which worked in Yosemite doesn't seem to work in El Capitan any more.

When I paste from the clipboard an other icon's picture as described, the target alias's picture remains unchanged, but its size increases as seen in the Info dialogue. This is quite odd.

I know about the new System Integrity Protection feature in El Capitan, but I'm trying to change the picture of a desktop alias that points to a non system application.

Any hints?

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