I am often using mounting holes that have no copper pad around (ie. pad dimensions are smaller that hole diameter).
It all works fine, except that the holes are really hard to see, and there doesn't seem to be a setting, that would allow to set the color of actual hole. Or is there? It seems like the inside of the hole is always the same color as the background.
There is only what seems like a zero-width line around the hole perimeter, but it's very hard to see unless zoomed in a lot.
There are a couple of methods to do this. First, the one I suspect you are really after is to open the Colours, click Others, then tick the box next to Drill Holes and ensure you have a nice colour selected there. This will give the result here.
The second approach, which is the one I use the most othen is to have the colour setting mentioned above turned off. Instead I specify any non-plated holes without copper lands to have 0 copper land size, and use By Layer to specify a solder mask size, typically 0.16 mm greater than the drill hole size.
Then in colours I have True Width turned off for solder mask layers, giving the result below.
To do this, Colours > Layers, select the solder mask layers and deselect the box True Width.