From memory, you need to select the icon and 'leave out' from a menu. If you don't do this the icon vanishes after a reboot like you describe.
Yes, select your icon(s) with a single left click or multiselect, then go to the 'Icons' menu and select 'Leave Out'.
Then position these icon(s) on the Workbench (desktop) to your taste. Then select the icon(s) again and select 'Snapshot' from the 'Icons' menu.
It's worth pointing out that nothing gets moved to the Workbench, just examine the .backdrop file on the root directory of your partition and you'll see.
When you'd like the icon(s) to return back to their original place, select them and then select 'Put Away' from the 'Icons' menu. They'll need to be snapshot again if you care about their position as they'll retain their current X-Y position from when they were last snapshot (in this case, positioned as if on the Workbench).
Worth noting here is that you cannot 'Leave Out' a file or drawer UNLESS it has an associated .icon file. You can only see .icon files through the CLI/Shell with 'list' or 'dir', or with directory utilities such as Dopus or Filemaster etc.
