I tried that and when doing this the favicon on the loginpage is only on the loginpage. After logging in and the application start up the favicon is removed and no favicon is displayed.
This is generally not a problem when having 1 server for 1 application which is the endgoal for most applications I develop. Then it works. When having multiple applications per server, it doesn´t. I have thought about using 1 "neutral" favicon that works for multiple applications and that might be an option.