Changing Shape of empty?

I am wondering if I can change the shape of an empty like you can with a bone? If not can bones do the same thing that empties can?

I am following this tutorial:

and would much rather prefer a custom shape rather than a dot for the eye to follow. Which would be the best way to do what I am looking to do? If changing the bone shape where would be the best tutorial on that.

Any help would be appreciated!

select your empty and go to edit mode, and change the only setting available.

But I think what you want is how the peach characters are rigged, I think they use curves for custom shapes. check out those.