Cue notes in color?

[Jérôme Plût]

I would like to have the cues displayed in a different color from the
remainder of the score.

I tried the following (note my strong canon-writing skills) :

dux = {
  a4 a a a
}
comes = {
  \override NoteHead.color = #blue
  \cueDuring #"dux" #UP R1
  \revert NoteHead.color
  e4 e e e
}
\addQuote "dux" { \dux }

\score {
  << \new Staff { \dux } \new Staff { \comes } >>
  \layout { } }

However, all notes are still black.
I also tried some variants:
 - enclosing the whole block in a \new CueVoice: no effect;
 - with \override only: I get black A notes and blue E notes, which is
   quite the converse of what I want...
 - with CueVoice.NoteHead.color: both A and E are black, and now E are
   small.
 - without any \override and \revert: same as above;

How should I do this?