How can I change the color of a BULLET character, not the color of the text?

Hi, everyone:

Thanks for your replies, but with a deadline to meet, I just chickened out and chose another bullet format whose bullet color was already black. Made sure the new format wasn't used anywhere else in the document, changed its font size to match the rest of the content and applied that. I'd like to have time to experiment with the ideas I got back from the post, but time is money and all that. 

Thank you all again!

If you ever need to flow that document to HTML, or perhaps an eBook format, that triangle won't work at all. It will be rendered as “4”, due to using that old overlay/codepage font substitution. Even if someone copies the text out of a PDF today, it will usually paste as “4”.

Consider removing the Character Format from the Autonumber Format and instead using a native Unicode right-pointing triangle, perhaps:
▶ U+25B6 Black Right-pointing Triangle
▸ U+25B8 Black Right-pointing Small Triangle

For the former example, this would be an AN Format of:
[\u25b6\t]
which will collapse to
[▶\t] as soon as you enter it.

Your Body font does need to populate the code point, however.