I also wanted to customize some icons from elementaryPlus theme. Here is a solution which however requires a little bit of command line juggling. Basically I created a custom icon theme which inherits from the original elementaryPlus theme:
# Make sure the target directory exists
mkdir ~/.icons
# Copy original elementaryPlus icon theme
cp -r /usr/share/icons/elementaryPlus ~/.icons
# Rename new icon theme
cd ~/.icons && mv elementaryPlus elementaryPlusCustomized
# Remove existing icons from new icon theme
cd ~/.icons/elementaryPlusCustomized && find . -type f -not -name index.theme -delete
# Edit index.theme file from new icon theme and change Name and Inherits values:
# Name=elementary+ Customized
# Inherits=elementaryPlus
scratch-text-editor ~/.icons/elementaryPlusCustomized/index.theme
# Use new icon theme
gsettings set org.gnome.desktop.interface icon-theme 'elementaryPlusCustomized'
Now the icons in the new theme will be preferred over the original ones. It's also safe to update the original elementaryPlus theme.