It's strange, but default generated projects are configured to use Multibyte instead of Unicode option.
Hopefully, it's very easy to fix. Just add this line in your top CMakeLists.txt file.
add_definitions(-DUNICODE -D_UNICODE)
Not a problem at all anymore.
PS. As it turned out, there is discussion about it in the CMake mailing list on the last month. Stupid me had to reinvent the wheels.