Also is there a way to update the themed apps through the market without losing the themed icon?
all themed apps should be up-to-date now.
For future updates though, such as facebook and whatnot, I would think your def going to lose the new icon with the updating. You can go into the system and change it back... or better yet would be to have a MM created for this ROM to replace just the graphics for some apps due to updates in the future. IMO.