ShPD's cursor at its current resolution feels like a chunky blob; its outline appears inconsistently thick and rounds out its shape even more, and the highlight between the light and dark sides is not well-defined. In a word: it lacks the sharpness of vanilla's cursor. All of this is not to say that you did a bad job; I'm a bit of a cursor nerd and I believe that these issues are inevitable for a cursor so small.
The best dynamic cursor system I have imagined is one that transforms the cursor to precisely convey the consequences of a left-click. Transformation could involve any combination of: swapping the pointer with something else e.g. sword, attaching an icon a la vanilla, other modifications such as colors and FX (animations are fun!).
Also, The existing pixel size inconsistencies within and between elements of ShPD (font, UI, game, FX, splashes, menu BG...) make pixel consistency seem like an afterthought, and so the cursor's pixel size feels like a non-issue to me. I almost always prefer a native-resolution cursor, but I can imagine some well-stylized cases where something else would be great.
I fell in love with HyperRogue just a few weeks ago! Sometimes I dream of porting PD mechanics/content to RogueViz