Hi there!
Currently the only way to achieve this is to make a thumbnail and icon for your class inside Engine/Content/Editor/Slate/Icons/AssetIcons/ with the name of your class (_16x and _64x).
You’d then need to add your class name to the AssetTypes[] array inside FSlateEditorStyle::FStyle::SetupClassIconsAndThumbnails() found in Engine\Source\Editor\EditorStyle\Private\SlateEditorStyle.cpp.
Once you’ve done that you should see a custom icon. Unfortunately it’s not a particularly elegant solution, but perhaps we can streamline it in future.