I tried the suggestion given in 3. martypaz using the code in a 404.cfm page with CF 10 and IIS 7 64bit and custom /404 page defined in IIS for the site. It works for a non-existent HTML or HTM page, but still get a blank page when a missing .CFM page.
Thought would add my comment here to see if any good solution has been found to this problem. Would be nice if there was a straightforward and reliable solution that has turned up, or a fix addressing this by Adobe.