I just noticed that tag colors can be changed via CSS, so that’s good.
I also noticed that some tags already have custom icons, which is also good.
So:
1 - How to add those custom icons to tags? (update: found the component here)
2 - I still think that being able to do this on a Settings type of page, for both the icon and the color, would be great, so any admin can do it, with or without CSS knowledge.