I’m about a year late, but I have this exact problem all the time. I deal with it using Find/Replace like David said.

Here’s how:
1. Leave placeholder text where you want your icons in the DataMerge sheet. Like “Pay [gold][gold][wood] to gain [stone]”
2. Datamerge as normal
3. In the resulting file, place your icon art. Resize properly so that it will fit in the text
4. For each of your icons, do the following: select the icon art, copy it to the clipboard with command+c, open the find and replace window. In the find field type the name of your placeholder, like “[gold]”. For the replace field, select the arrow and choose “clipboard contents.” Replace all.

I search to see if Adobe has implemented a better solution each year, and each year I’m disappointed. I’ve created a feature request, if anyone wants to vote for it: https://indesign.uservoice.com/forums/601021-adobe-indesign-feature-requests/suggestions/37423303-datamerge-icons-images-inline-into-text-frames