The @japf answer above is working fine and in my case I wanted to change the mouse cursor from a Spinning Wheel back to the normal Arrow once the CEF Browser finished loading the page. In case it can help someone, here is the code:
private void Browser_LoadingStateChanged(object sender, CefSharp.LoadingStateChangedEventArgs e) {
if (!e.IsLoading) {
// set the cursor back to arrow
Application.Current.Dispatcher.BeginInvoke(DispatcherPriority.Background,
new Action(() => Mouse.OverrideCursor = Cursors.Arrow));
}
}