This question How to start Emacs without the cmd.exe window (on MS Windows)? adresses how you start emacs without a cmd window in the first place.
This works out nicely until you pin emacs to your task bar, close it and open it again. Now you have the pinned emacs icon and another icon (not grouped with the pinned one) for the actual emacs frame.
How do I convince Windows to group these two icons (and all further emacs frames) together?