Doubt there's a proper way to do this: in the main engine, even the visual script module just has them in
editor/icons and I can't see any "proper" way. It just pulls it from the editor icons theme type. So since you're making a full blown module instead of using say GDNative (on that note, unless GDNative is too restrictive for your module, using it might be better than a regular module),
editor/icons is probably the best way.
If you want to hack it (arguably harder) you could try getting a hold of the editor theme and setting an icon override for the whole editor with
Theme.set_icon("OSCtransmitter", "EditorIcons", texture) but keep in mind you'll have to export the SVG manually (the SVGs are exported in Godot's build process, which won't work if you go this way).
PS: when making a regular plugin with GDNative/GDScript/etc the icon is added in the
EditorPlugin::add_custom_type call as documented here.