Bartl,
They need to be rather big, as if you have a 1200 or 1440 (Epson) dpi printer you need around 50 to 60 dots each way to fill up a square mm. Also, if you print on different printers, or even printers set to 'draft', the icon or bitmap will be sized differently. This means that you have (probably) to get the current printer dpi setting from GetDevCaps, and to import an appropriate sized bitmap.
I am assuming that you want to use this facility to import a company logo onto each page of a printout. Drawing many versions in a bitmap editor is tedious. However, if you draw the logo in a vector program like CorelDraw or Adobe Illustrator, you can export it multiple times at different resolutions.
Eddie