I have and this is exactly what I'm doing, and I've also tried the following:

pp --gui --icon test.ico -o file.exe file.pl
tkpp --gui --icon test.ico -o file.exe file.pl

pp --gui -o file.exe file.pl
tkpp --gui -o file.exe file.pl
[download]

I never see the console window but I do see a second PID with the same name in the task manager and I assumed it was a hidden console window.