Ok, eventually I found a way to hack this

Say you want yourfile.pdf as a shortcut on your desktop.
You open your microb browser pointing to file:///
Then you navigate your filesystem until you get to yourfile.pdf.
Long press on the filename link and choose add to bookmarks.
Change its name as pleased.
So you have a microb bookmark that links to yourfile.pdf.
Go to your desktop, open the desktop menu, add bookmark (that one).
Now when you click the shortcut, a microb window opens briefly, then yourfile.pdf is opened in the default pdf reader.
Unfortunately the microb window will stay open (close it manually).
You can change your shortcut name with Tweaker (needs rebooting).
You can also get rid of the bookmark in microb, the desktop shortcut won't fade.



EDIT Tweakr completely borked my desktop and throwed my device in a reboot loop
Stay far from that
Fortunately God [created | let evolve from amoebas] Jebba, Qwerty12 and CrckMc
I had to enable r&d mode like that then did what mr. Qwerty12 teached us here http://talk.maemo.org/showpost.php?p=473564&postcount=2 , i.e. editing /usr/share/hildon-desktop/transitions.ini and commenting out

* [edit_mode]
* snap_grid_size
* snap_to_grid_while_move

And now it's ok. Tweakr has been immediately zapped away from my tablet

Attached image: see the shortcut to the DSM-IV (pdf file) on the left side!