It’d be cool to have an interaction type that works a bit like overlays; you create an object that will follow your cursor, then link an interaction from your device UI frame to this object and set it to “Follow cursor”.

Now when you preview the prototyped UI frame, the object will follow your cursor.

This interaction could also offer a “Hide default cursor” option, which allows to use the object as a custom cursor, or just as a design element (like on the Frontify landing page for instance).