Short Answer:
Yes, pilots frequently see this phenomenon.
No, it does not necessarily present a specific icing hazard.
Yes, in some circumstances it can be in indication of an icing hazard.
Longer Answer:
Speaking for myself, yes, I often see this. I cannot speak for all pilots, but I think many pilots do also see this. The phenomenon depends on several conditions, the primary ones being angle of the aircraft relative to the sun, and the presence of liquid water droplets.
However, I would contest the assertion that it reveals the presence of supercooled water. I see the phenomenon most often in low level fog banks or mist. I do a lot of early morning flying when the conditions are right for the phenomenon. On many of these occasions the air temperature is well above freezing, and all other weather conditions would also indicate that the water droplets are not supercooled. See the following photos from the wikipedia page showing the phenomenon in low level (probably above 0°C) fog banks:

Since the water droplets connected with the phenomenon are not necessarily supercooled, the risk of icing will depend on other factors, primarily outside air temperature. Though the "glory" phenomenon does indicate visible liquid water droplets, it does not necessarily indicate an icing risk. A thorough pre-flight risk assessment for icing conditions should answer that question on a case by case basis.
Now, the conditions in which many airline passengers might see the phenomenon may well be at an altitude high enough that the liquid water droplets may very well be supercooled. In such cases the "glory" phenomenon indicates that the cloud in question is not formed of ice crystals (which pose little icing risk) but of liquid, and possibly supercooled liquid droplets.