At: https://developer.mozilla.org/en-US/docs/Web/HTML/Element/link When discussing the sizes property, in the "Usage note" box, the phrase: "Most icon format are only able to store one single icon; therefore most of the time the sizes contains only one entry. Among the major browsers, only the Apple's ICNS format allows the storage of multiple icons, and this format is only supported in WebKit." Exists. This statement is false. Microsoft's ICO format also supports multiple image sizes and is supported by all major browsers (Firefox, IE, Chrome, Opera - haven't tested Safari but I assume it does, too.)
Adding my self as feedback and this really need to be updated.
Also of note is that ICNS is actually a really bad choice of format for Favicons - Bug 914950 for adding support for ICNS to Fennec isn't getting landed any time soon (The rationale being that essentially no browsers, in including Safari don't support ICNS.) So, currently, if you want multiple icon sizes in one file then you have to use ICO.
It now reads "Most icon format are only able to store one single icon; therefore most of the time the sizes contains only one entry. MS's ICO format does, as well as Apple's ICNS. ICO being more ubiquitous, you should use it." Seems to there's a typo in "format": should be "formats".