It's now implemented in build 6.5.2331.
See also: http://www.daypilot.org/daypilot-pro-6-5-sp1.html
Just specify the image url using MenuItem.Image property. The image position can be adjusted using the CSS in Themes/themes.css (look for ".menu_main a img").
You can try it on on the main Calendar demo page:
http://www.daypilot.org/sandbox/Calendar/
Right click any event with blue duration bar (Delete item).