use a Pack Icon as a mouse cursor

PackIconControl pic = new PackIconControl() { Kind = PackIconMaterialKind.CursorDefaultOutline, Width = 16, Height = 16};
    pic.Style = Application.Current.FindResource(typeof(PackIconControl)) as Style;
    pic.Foreground = Brushes.White;
    m_MyCursor = CursorUtil.ConvertToCursor(pic, new Point(4,1));

public Cursor ConvertToCursor(UIElement control, Point hotSpot)
    {
        // convert FrameworkElement to PNG stream
        var pngStream = new MemoryStream();
        control.Measure(new Size(double.PositiveInfinity, double.PositiveInfinity));
        Rect rect = new Rect(0, 0, control.DesiredSize.Width, control.DesiredSize.Height);
        RenderTargetBitmap rtb = new RenderTargetBitmap((int)control.DesiredSize.Width, (int)control.DesiredSize.Height, 96, 96, PixelFormats.Pbgra32);

        control.Arrange(rect);
        rtb.Render(control);

        PngBitmapEncoder png = new PngBitmapEncoder();
        png.Frames.Add(BitmapFrame.Create(rtb));
        png.Save(pngStream);

        // write cursor header info
        var cursorStream = new MemoryStream();
        cursorStream.Write(new byte[2] { 0x00, 0x00 }, 0, 2);                               // ICONDIR: Reserved. Must always be 0.
        cursorStream.Write(new byte[2] { 0x02, 0x00 }, 0, 2);                               // ICONDIR: Specifies image type: 1 for icon (.ICO) image, 2 for cursor (.CUR) image. Other values are invalid
        cursorStream.Write(new byte[2] { 0x01, 0x00 }, 0, 2);                               // ICONDIR: Specifies number of images in the file.
        cursorStream.Write(new byte[1] { (byte)control.DesiredSize.Width }, 0, 1);          // ICONDIRENTRY: Specifies image width in pixels. Can be any number between 0 and 255. Value 0 means image width is 256 pixels.
        cursorStream.Write(new byte[1] { (byte)control.DesiredSize.Height }, 0, 1);         // ICONDIRENTRY: Specifies image height in pixels. Can be any number between 0 and 255. Value 0 means image height is 256 pixels.
        cursorStream.Write(new byte[1] { 0x00 }, 0, 1);                                     // ICONDIRENTRY: Specifies number of colors in the color palette. Should be 0 if the image does not use a color palette.
        cursorStream.Write(new byte[1] { 0x00 }, 0, 1);                                     // ICONDIRENTRY: Reserved. Should be 0.
        cursorStream.Write(new byte[2] { (byte)hotSpot.X, 0x00 }, 0, 2);                    // ICONDIRENTRY: Specifies the horizontal coordinates of the hotspot in number of pixels from the left.
        cursorStream.Write(new byte[2] { (byte)hotSpot.Y, 0x00 }, 0, 2);                    // ICONDIRENTRY: Specifies the vertical coordinates of the hotspot in number of pixels from the top.
        cursorStream.Write(new byte[4] {                                                    // ICONDIRENTRY: Specifies the size of the image's data in bytes
                                          (byte)((pngStream.Length & 0x000000FF)),
                                          (byte)((pngStream.Length & 0x0000FF00) >> 0x08),
                                          (byte)((pngStream.Length & 0x00FF0000) >> 0x10),
                                          (byte)((pngStream.Length & 0xFF000000) >> 0x18)
                                       }, 0, 4);
        cursorStream.Write(new byte[4] {                                                    // ICONDIRENTRY: Specifies the offset of BMP or PNG data from the beginning of the ICO/CUR file
                                          (byte)0x16,
                                          (byte)0x00,
                                          (byte)0x00,
                                          (byte)0x00,
                                       }, 0, 4);

        // copy PNG stream to cursor stream
        pngStream.Seek(0, SeekOrigin.Begin);
        pngStream.CopyTo(cursorStream);

        // return cursor stream
        cursorStream.Seek(0, SeekOrigin.Begin);
        return new Cursor(cursorStream);
    }

Some comments:

I had to explicitly specify a style since I hadn’t added the control to the visual tree. My app’s resource dictionary has the mahapps styles in it.

CursorUtil.ConvertToCursor is the method referred to at the above link.

The Point(4,1) puts the hot spot of the cursor at approximately the tip of the PackIconMaterialKind.CursorDefaultOutline arrow. Other icons would have different hot spots that are appropriate for their particular shapes.