Any suggestions?

I came up with a better answer, I think. 

I'm attaching to the ItemBound event of the UXDesktopDock control. 

In the event handler, I'm attaching to the StackOpened event of the UXDesktopDockButton item that was just bound. 

In the StackOpened event handler, I'm looping through the Items collection and using the bound data to build a window name string to be used by the UXDesktop.FindWindow(windowName) method to get the associated window. 

Then I call the GetThumbnail(false) method to get the thumbnail imagesource and assign it to a property of my bound data item called Thumbnail. 

End result - When the stack of instance items is opened from my UXDesktopDockButton, I find the associated window for each UXStackItem, get the thumbnail, and set the Thumbnail property for the data item in the DataContext of the UXStackItem. 

This ensures that I get the latest thumbnail to show every time I display the task bar instance items. 

After setting some break points in code, I can see that the UXDesktop is creating UXWindowChrome objects by default instead of UXWindow objects.  The documentation suggests that the control should generate UXWindow objects because the default target for the ItemContainerStyle is the UXWindow control and not chrome. 

How can I control the type of window generated by the UXDesktop control when binding with the ItemsSource property?

I managed to get it working thanks to your example source code.  I was missing the DisplayMemberPath and the ImageMemberPath properties on my UXDesktop control.  I was under the impression that these were not needed since I was customizing the binding in the ItemContainerStyle, but I guess I was wrong. 

Another interesting question:

My datasource for my taskbar is hierarchical so it can show an application instance group button on the task bar and butttons for each instance as stack items.  However, I'd like to bind the UXDesktop to just the instances on the same datasource so a window gets created and managed for each application instance stack item and not just a window for the group of instances.  Any suggestions?

Example Datasource structure:

[AppInstanceGroups collection]

    -<AppInstanceGroup>

        -Name property

        -Icon property

        -[AppInstances collection]

            -<AppInstance> --> Window needed for each of these.

                -Name property

                -Icon property

I suppose I should ask if I should even be using the UXDesktop control since I'm not integrating with the UXDesktopDock in the traditional manner? 

I could just create my own ItemsControl and ItemContainerGenerator that will wrap my items in UXWindow controls.  Then I could handle the window arrangement myself. 

Is there really any benefit in using the UXDesktop control for my scenario?