Hi,
Per my experience, you could try to add a batch file as an application to run below command with Windows Admin account to delete the desktop shortcut after application installation.
del "%PUBLIC%\Desktop\filename.lnk"
Here is a similar thread
MDT 2012 - Delete/Clean-up shortcuts in C:\Users\Public\Desktop
Note: The non-Microsoft link is just for your reference.
Hope it helps. Thanks for your time.
Best regards,
Simon
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