put this in the markdown component binding like usual
you'll ofc will have to add some python logic to append the style string based on the required labels in de dropdown
(idk if everyone has these Builtin/icons or is it from my test project?)
styles=".iaDropdownCommon_options [data-label='YourLabel']:before { content: url('/system/images/Builtin/icons/16/check2.png'); }"
code = """<style>
"""+styles+"""
\"></style>""".replace("\n", "").replace("\t", "")
return code