I had no problems doing this in Unity by the way. The problem started with the 18.04 when I started using the built in Gnome docker.
I have three windows apps that I have the user to run through clicking an icon. The launcher I created successfully runs a script with the following content:
export LANG=sl.SI.utf8 && wine "somepath/asp.exe"
I don't think the actual content of the script is a problem however I can only add launcher links with icons to the desktop area only and NOT the dock. If I run the application adding it to favourites does not work. When the app is opened a default icon appears in the dock Clicking add to favourites does keep that icon there but it does not work when clicked. I get the hour glass for a few seconds and then nothing happens.
I have tried manually creating .desktop files in "~/.local/share/applications". Does not seem applicable for the Gnome dock though.
Is this a bug/limitation in Gnome?