The quick icons panel should help with this. If you press
( in a conversation window, a menu should pop up. It should contain all default emoticons on the first panel, and all your custom ones should be on the second one (press F2 or click the 2).
You can configure this panel more by clicking the link in the right bottom corner. You can then choose to not show the default Messenger ones in the first panel, but your custom emoticons right away, for example