Well I would really LOVE such an option where the icons behave as they did in Windows 7:

The icon of the pinned app would stay there no matter what...

[Firefox 1 open][Pinned App X][Firefox 2 open] -> close Firefox 1

[Firefox 1 closed][Pinned App X][Firefox 2 open] -> close Firefox 2

[Firefox 1 closed][Pinned App X]

I would really love getting this feature back in Windows 10. The only thing close would be "dont group pinned items" but that results in:

[Firefox always closed][Pinned App X][Firefox 1 open][Firefox 2 open]

which just clutters your taskbar really quick since you always have 2 of the icons.