Unfortunately, I’m not familiar with that particular method, I only know of the method I mentioned earlier by replacing the default image in the images folder. That’s the default way that works in pretty much any Genesis based theme.
The only thing I can say is to make sure you’re adding the proper links to wherever your ico file is located and place it in the header section. Other than that I have no idea why it’s not working since I’m not familiar with the method you’re using.