As far as I know, there is no way to do this at the moment. Maybe someone from Nintex can weigh in.

However, you can replace the Nintex logo in the top left of the navigation bar with your own company logo: Tenant and user details (nintex.com)

Also check the Nintex Ideas site and enter this as an idea if it is not already there. Share the link here and I will definitely vote for it.  Nintex Ideas

Hi @flyusachris 
 

You can set the favicon in the forms settings for each form, I don’t believe there is a way to set it globally yet.