This issue was reported already (see also SO question).
And one possible solution (on the same page, re-posting it here):
Posted by Misha Rudiy on 11/5/2015 at 7:30 AM
For new OS installs you can still pin to the taskbar via the HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\TBDEn registry key.
Example: In an SCCM Task Sequence, I have a batch script that runs after the "Setup Windows and Configuration Manager" step that basically contains reg-adds.
Syntax (REG ADD "HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\TBDEn" /v SBOEM0 /t REG_EXPAND_SZ /d "%%ALLUSERSPROFILE%%\Microsoft\Windows\Start Menu\Programs\Mozilla Firefox.lnk" /f)
You can add additional links by adding values and incrementing SBOEM0 to SBOEM1 etc.
Thanks to Wayne Ye http://www.codeproject.com/Articles/185512/Programmatically-PIN-shortcut-onto-Taskbar-on-Win7.aspx for pointing this method out back in 2011.
Somethings to note, there seems to be little public documentation on this. It most likely only works as a post imaging step (see my reference to SCCM), but I am not 100% sure. The above mentioned site states that it takes place during the DASH process. I wasn't able to find any documentation on how\when a DASH process works with Windows OSes. This may be information that is only privy to OEMS.