I just want to save this information somewhere. Maybe someone else has the same problem in the future.
I had problems setting the hololens app icons inside of unity. It just did not work, there might be a way with correct file naming but that is very time consuming so here is a way you can generate your app icons inside of Visual Studio.
Visual Studio can generate the icons for you.
In Unity open your MRTK Build Window → Unity Build Options → Open in Visual Studio
In VS go to your Solution Explorer and find [ProjectName] (Universal Windows) and double click on Package.appxmanifest.
From here click Visual Assets and use the Asset Generator.
You can set the splashscreen seperately if you want to.