I understand what you mean about adding a context menu for coloring role boxes being superfluous. What I meant was that if that using color (a specific color) to mean "derived" was a formal part of the model, then adding a context menu to produce that behavior in the shapes would be appropriate. If "derived" is not a formal notion (like "link fact types" in the other thread) then I agree that it should not appear in a context menu.
You said that I should be able to use the "Fill Color" property of the shape to control shading role boxes. This behavior works inconsistently across the various role shapes. I created one of each type of role shape (and Entity for good measure), selected the shape with a single left-click, then applied a fill color. You can see my results below. In most cases, the interior lines between roles are lost. For objectified fact types, the entity shape is inconsistently filled.
I would expect selecting a fill color would work like the "N-ary" shape, preserving all interior lines.
The workaround is to continue to click on a single role box, drilling into the group, until just that one role box is selected, then applying a fill color to that role box. The bottom-most shape in the drawing has had the technique applied (with two colors to highlight the method).
Interestingly, if a fill color is applied to the fact type as a whole, it must first be removed before fills applied to the individual role boxes will be seen. I am sure this is an artefact of the way the shapes are grouped (based on my understanding of Shape Sheets).
At any rate, it is not like I fill role boxes on a regular basis anyway, but it is helpful when trying to illustrate a certain point.