first right click on an empty area on the dock and click on Settings
in the Settings Dialog click on "Settings" (near Home) then click on "Advanced Tweaks" and check "When a shortcut is added to a dock, point to the target not the shortcut."
now you can drag & drop all the desktop shortcuts on your dock and
I) you can hide them all (right click on the desktop > uncheck "Show desktop icons")
II) or you can even delete them (in this case you cannot have them back with the reverse action as on dragging & dropping the icons out of the dock they will disappeared with the puff effect) !
hope this helps !