Create a file for each tag that needs a custom icon eg:

/content/tags/favourites/_index.md

containing:

---
fa_icon: fa-heart
title: Favourites
---

As opposed to the old way of including header/footer partials in every template.

For some reason, /themes/<THEME>/layouts/taxonomies/tag.terms.html doesn't work as a block but the default terms template /themes/<THEME>/layouts/_default/terms.html does.