Sounds like the action of setting the contact shortcut, polls facebook, gets the info, and saves the thumbnail, but only the once. You could try going to applications> management> find touchwiz, clear defaults. Then press home button, if this brings up a menu asking for default, just select touchwiz, if not it might just reload touchwiz. If either if these are true, then that MAY poll facebook again to update the shortcuts.

Or launcher pro has a facebook widget if you dont mind spending a lil.

 

my contract on my phone actually won't even sync with Tue contacts on fb for some reason. then i tried sync all contact from fb to phone, then it only the contacts from fb has pictures. the original contacts has no pics