1. Navigate to "?:\YOUR STEAM DIRECTORY\steamapps\common\Cookie Clicker\resources\app\src\img"

"?:\YOUR STEAM DIRECTORY\" above means your systems folder.
e.g. C:\Steam Library\

2. Find the image labelled "bgBlue.jpg"

3. Replace with a ".jpg" labelled "bgBlue.jpg", note this will set the image in squares, best to use a "seamless" image. (I haven't figured out how to set it be to a full image, sorry)

I will update if I find out how to set the image properly.