If you are not using readme checkbox on the finish page, you can use it to perform whatever action you want:
Function finishpageaction
CreateShortcut "$desktopfoo.lnk" "$instdirfoo.exe"
FunctionEnd
!define MUI_FINISHPAGE_SHOWREADME ""
!define MUI_FINISHPAGE_SHOWREADME_NOTCHECKED
!define MUI_FINISHPAGE_SHOWREADME_TEXT "Create Desktop Shortcut"
!define MUI_FINISHPAGE_SHOWREADME_FUNCTION finishpageaction
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