BlueStacks is one of the best Android app players out there. I like almost everything about the software, except it keeps adding game shortcuts to desktop.
Fortunately, BlueStacks offer a way to disable shortcuts.
Steps to remove desktop shortcuts
1) Click Settings icon (gear symbol) at the bottom right.

2) Choose Preferences from the setting diablog.
3) Scroll down till “Platform” group part.
4) Uncheck “Add desktop icons for installed apps”.

This will disable shortcuts on desktop.