I use Nemo as my FM. Do I count?
@mickey_megabyte seems like you're rocking that blue background from Nemo 16.04 with pride. You can change the image by modifying the value in dconf under key
picture-url in schema
If you'd like to have them match in both Caja and Nemo;
ln -s ~/Pictures/someimg ~/Pictures/myimg
gsettings set org.mate.background picture-filename /home/$USER/Pictures/myimg
gsettings set org.gnome/desktop/background picture-url file:///home/$USER/Pictures/myimg
Then you simply
rm -rf the link and remake it. Easier if you double-amp after to do the link next. This lets you tab-complete your link name which otherwise would not exist.