You could just draw them in photoshop or another similar image editor,
Then set cursor style to "None"
-> Set MouseIcon.Y(Mouse.X) // set its position to the mouse's X position
-> Set MouseIcon.Y(Mouse.Y) // set its position to the mouse's Y position
Mouse.IsOverObject(ObjectToGrab) // If the mouse is over the object, Then set the mouse icon to frame 2(The frame with the grab icon)
Mouse.IsOverObject(ObjectToGrab)[Invert] // Invert is to determine so we know were NOT over something we can grab
-> SetMouseIcon.CurrentFrame(1) // If were not over something were able to grab set the Icons Frame to 2 the normal/hand icon
If you need me to provide a example, Let me know :)
If i completely failed to understand what you meant, Then please explain more.