Why the problem with the Macro? Until all commands have been given the 'Journal' treatment, Macros will remain as the only alternative in some situations.
However, I may have an alternative for you. Have you ever looked at 'Visualization Templates'? What these are is a scheme by which you can capture the current visualization setting of one part file and save it and then later use this 'template' to impose those settings on another part file. So in your case if the ONLY thing that you want to do is have a series of different .cdf files that you wished to swap for the one currently being used in a part file, what you do is create the .cdf, open some dummy file and update the color table using your new .cdf file. Now you will need a user defined Resource Bar tab, but once you've got one defined (Preferences -> Palettes...) and the file with the desired .cdf active is displayed, open the Resource Bar tab and place you cursor over the 'white space' and press MB3 and when the list of options come up select 'New Entry' and then 'Visualization Template' (about halfway down the list). When the dialog comes up, you can toggle OFF the items that you don't want to impose on the new file. In your case if the ONLY thing that you truly want to do is swap out the .cdf file, then toggle OFF everything but 'Color Settings' and even under that setting you may wish to only have the 'Color Palette' item toggled ON and then select OK. Now repeat this for each unique .cdf file that you wish to impose on a file.
While this is not actually using an Icon, you can have a series of these 'templates' saved in a user defined Resource Bar tab and whenever you wish to replace a .cdf file, just open the Resource Bar tab and select the desired 'template'.
Anyway, give that a try and see it works for you.
John R. Baker, P.E.
Product 'Evangelist'
NX Design
Siemens PLM Software Inc.
Cypress, CA
To an Engineer, the glass is twice as big as it needs to be.