This is afaik not possible with CMake, and is therefore a missing feature for sure.
The answer from Tarydon in the question you refer to, is about setting up precisely what you want - a "Custom Build Step". This means that you still only have your main target (VS Project), with something that looks like a "Post-Build Event" but technically isn't, since Post-Build Events aren't run if the project is up-to-date.
The answer from tpg2114 works, but has one major drawback; it spams your solution with phony projects. In case you have a hundred projects in a solution, having to add another hundred just as post-build wrappers to the first hundred is of course undesirable.
Depending on your situation, it might sometimes be easier to use Post-Build Events and force a rebuild of at least one source file, for the project to actually build and therefore also run your custom command.