LWC: Adding icon to lightning-combobox options

Is there anyway to add icons to lightning-combobox options? I'm trying to have each option in the combobox have its own custom icon along with the text.
If not, is there an example of a custom component that essentially acts like this? I took a look at the lightning web design Picklist page but it lacking in detail (The default example doesn't even change its value when an option is selected.)
Any help would be appreciated!