Oups! Just made the test with UBCD4Win alone: I still get the slightly modified UBCD4Win startup screen (same as with both BartPE and UBCD4win), and desktop icons still do not appear.
So with UBCD4Win alone, I get the same behaviour as with UBCD4Win+BartPE. Does this mean the problem lies in UBCD4Win?
First, I'm new here so thanks very much for Sardu! I've been looking for a multiboot DVD solution for some time and fortunately TechNibble mentioned you in an article.
Second, I've been using UBCD4WIN for several years and am fairly familiar with building and modifying it. I'm experiencing the same minor issues as the OP. The startup screen for UBCD4WIN appears as a transparent overlay, which essentially merges two screens. There is no effect on useability. The other issue involves RocketDock, which controls icon placement on the screen. I used the same iso (not original, but very close) to build UBCD4WIN both under Sardu and standalone; the RocketDock icons appeared in the UBCD4WIN standalone but not when built using Sardu. This also has no effect on operation - the programs are still accessible through the menu. Apparently there's a conflict between Sardu and RocketDock.
If I come up with any solutions I'll post here. Thanks again for a very useful tool.