So I'm guessing for an IceWM build that you would do this.

apt-get install git live-build cdebootstrap kali-archive-keyring
git clone git://git.kali.org/live-build-config.git
cd live-build-config

gedit config/package-lists/kali.list.chroot
and delete or # out everything after:


# Graphical desktops depending on the architecture
#
# You can replace all the remaining lines with a list of the
# packages required to install your preferred graphical desktop
# or you can just comment everything except the packages of your
# preferred desktop.

and add instead replace it with

# IceWM
kali-defaults
kali-root-login
desktop-base
kdm
icewm



save and exit then

lb config --architecture amd64 # for 64 bit
# ...or...
lb config --architecture i386 # for 32 bit

lb build