I just tried this and it doesn't work. I have a custom clock on an HTML page which I want on each icon page. But each page has a different wallpaper. I named my files Page0.html, Page1,html etc. and they don't appear. They just show the regular page0.png files.
Try this... Just a shot...
Name it Wallpaper.html, and have your other existing wallpapers WITHOUT HTML, as PageX.png
That way the PageX is over the Wallpaper