This very easy custom code seems to work to change the style of bullets in a list:
<style>
ul li::marker {color: red;}
</style>
Makes me think how easy it should be to allow this customisation to be part of the Webflow UI. Coloured bullets seems to be something that many designers would want to do…
And specifying a different bullet would be this
<style>
ul li::marker {color: red; content: "►";}
</style>
Only been possible fairly recently, but support seems to be alright now: