This is the only approach that worked for me:
You can override the android attribute actionModeBackground (which I found in Android/Sdk/platforms/android-22/data/res/values/themes_holo.xml and R.attr) in your app theme:
<style name="AppTheme" parent="android:Theme.Holo">
<item name="android:windowBackground">@color/background</item>
<item name="android:actionBarStyle">@style/MyActionBar</item>
<item name="android:actionModeBackground">@drawable/context_menu</item>
...
</style>
and replace it with your own drawable and colors, in this case,
context_menu.xml:
<?xml version="1.0" encoding="utf-8"?>
<layer-list xmlns:android="http://schemas.android.com/apk/res/android">
<item android:drawable="@drawable/context_menu_bottom" />
<item android:drawable="@drawable/context_menu_top"/>
</layer-list>
which is composed of
context_menu_bottom.xml:
<?xml version="1.0" encoding="utf-8"?>
<shape xmlns:android="http://schemas.android.com/apk/res/android" android:shape="rectangle">
<solid android:color="@color/accent"/>
<padding android:bottom="4dp"/>
</shape>
and
context_menu_top.xml:
<?xml version="1.0" encoding="utf-8"?>
<shape xmlns:android="http://schemas.android.com/apk/res/android" android:shape="rectangle">
<solid android:color="@color/primary"/>
</shape>
Hope it helps!