Step 1:
Open your NSMB ROM in NSMB editor.

Step 2:
Go to ROM File Browser -> FILESYSTEM -> root -> uiStudio.

Step 3:
Before proceeding any further, extract the file UI_O_1P_course_select_u_ncg.bin, you'll see later why you need to do this step.

Step 4:
Double-click on the file UI_O_1P_course_select_o_ud_ncl.bin to open the Palette Viewer.
Tick 16 Color on the bottom-left, and click Add all.

Step 5:
You can close the Palette Viewer, then double-click on UI_O_1P_course_select_u_ncg.bin.

Step 6:
On the 2D Texture Editor window, click on View in 4 bpp format.
Set Tile Width to 24.
Click on Export this bitmap.

Step 7:
Open the image you exported in Step 6 with Photoshop, GIMP or another Image editor.

Step 8:
Now that the image is opened, click Ctrl+A (which is usually the shortcut for Select All) and click Del.
This will completely erase the image, but not the template, which is what we need.

Step 9:
Now fetch your custom World Icons (who must be 32×32 in size, regardless of transparency), and copy them in the image template with the following line-up:
_Duo 1: W1 with W8
_Duo 2: W2 with W6
_Duo 3: W3 with W4
_Duo 4: W5 with W7
Not only that but to ease the workload, group them in such a way that you can delete the 3 other duos in one single selection, something like this for example:


Step 10:
Select duos 2, 3 and 4 and click Del, then Ctrl+S (which is usually the shortcut for Saving)
On NSMB editor, select palette 5, then click on Import this bitmap and recreate palette to import the image you just saved on Photoshop.

Step 11:
Now go back to Photoshop, and click Ctrl+Alt+Z (which should Undo the last action).
Repeat step 11 but with duos 1, 3 and 4 this time.
Then once you're done you will have to repeat this operation twice more, for duos 1, 2 and 4 and for duos 1, 2 and 3.
When you import the remaining duo, keep in mind the palettes you want to overwrite:
_Duo 1: palette 5
_Duo 2: palette 4
_Duo 3: palette 6
_Duo 4: palette 7

Step 12:
You can click Save all and exit the Tilemap Editor.

Step 13:
Repeat Step 4.

Step 14:
You can close the Palette Viewer, then double-click on UI_O_1P_course_select_d_nce.bncd.

Step 15:
Click on View in 4 bpp format.

Step 16:
Now locate each of the World Icons, and click Import this bitmap with existing palette, as a reminder:
_W1: palette 5
_W2: palette 4
_W3: palette 6
_W4: palette 6
_W5: palette 7
_W6: palette 4
_W7: palette 7
_W8: palette 5

Step 17:
Click Save all and exit the Tilemap Editor.

Step 18:
In DeSmuMe:






The World Icons from  Ultraboy are used only as examples.