It is possible to add additional icons but not easily through the interface. It would require making code changes and providing the SVG elements to use as icons. You can get a look at the list of icons that are available here: https://github.com/godaddy/coblocks/blob/master/src/blocks/icon/svgs.js
Note that this links to the list of SVGs within JavaScript and as such you will not see any visual representations of the icons. If you are able to contribute then we encourage you to create a pull request on the CoBlocks GitHub here: https://github.com/godaddy/coblocks/pulls