I find easy way is to install 28.2e picons from feeds/plugin menu then install and run rats picon updater.
VU+ have plenty of room for picons and epg if need be...but if you got a pen drive all the better.
HDD is least preferred as it will spin up on channel change. Either of those will work. Just make sure it is not the ones listed below. i.e folder within a folder.
/media/usb/picon/picon
/media/hdd/picon/picon