Desktop icons have disappeared after using HDMI cable (Yosemite)

I had a strange issue recently where I had to reset PRAM after using an HDMI cable with my MBP (it had a blank screen on boot).

I feel like this is again related to the HDMI cable. After using it, all my Desktop icons have disappeared. I've run killAll Finder and rebooted and it hasn't restored them. Trying to avoid resetting PRAM again.