The background image selection for the homepage is based on the local folder of built-in macOS desktop backgrounds.

Safari, on the other hand thought about this and created an assortment of homepage images inside /Users/markomitranic/Library/Containers/com.apple.Safari/Data/Library/Safari/StartPage/MobileAssetBackgroundImages (although you'd need to download them first by opening Safari and clicking on each one).

I'm not a fanatic about customization, but I did come up with some common-sense UX improvements this system should have.

It would be nice to include these options in the default list of images instead of the backgrounds (or alongside them). This makes it more "homey" and Safari-like, but also these images are usually visually better suite for the homepage background. Not sure how to do that while these aren't downloaded yet. I'm sure a simple CDN perma-cache could do the trick.
Allow for storing multiple "custom images" instead of only a single [+] button that we have now. Whenever an image is added, it should be prepended to the list of images, but the plus should still exist as the first box.
Allow us to remove images. A little X, much like the one we have currently - but for all images in the list, except the built-in ones.
Orion should store any selected images in its own place. Container or library or whatever the cool kids are using these days. When an image is selected, Orion should copy it to disk, and store it there.
Orion (unlike Safari) should implement support for Dynamic Wallpapers, like macOS and iOS wallpapers allow for. Both browsers currently evaluate the image on every selection or app-bootup, but do not do that on a regular schedule. I am unsure what a regular schedule should be, but I know that macOS supports an hourly check - here are example wallpapers.
Orion should allow setting a background image on iOS, like Safari does.
Orion should sync the currently selected background image across devices, like Safari does.
Orion should create a checkbox to disable #7 so that people that like their gray boxes don't start yelling on the forum.