Setting custom bullet styles at different indent levels in Pages 5.0
It seems like Apple eventually added this feature to Pages 5. The following works for me in Pages version 5.2.2 (1877):

In case you've changed the style of any Bullet &amp; List style, an asterisk (*) appears after the name of the style:



If you open the drop down list, you'll see an update button:



You can either press the update button, or click on the arrow next to it and select 'Update stlye' from the popup menu (featuring other options like clear, rename or delete):