Just did some messing around in OM and it doesn't look like it is supported (at the moment).
GPX waypoints have an atrribute called "symbol", which can name a symbol or icon to display. It looks like this attribute can also, in theory, contain a color.
But it doesn't get recognized on import into OM.
When setting the color of a waypoint in OM and exporting as GPX, the color info is stripped from the resulting file.
GPX specification : https://www.topografix.com/GPX/1/1/#type_wptType
Support for GPX in OM : https://github.com/organicmaps/organicmaps/pull/5166