I found the solution to this problem here but I thought it would be better to create a specific, well-phrased question so that people having exactly the same problem as me can find it better in Google / StackOverflow.
In a nutshell, within Editor -> Colors Scheme -> General --> Line Coverage)
you can customize the Colors & Fonts used for covered/partially covered/uncovered lines, modifying the background of the following entries:
- Full
- Partial
- Uncovered

For example, I wanted to use the same default colors already provided but not only on the margin but on the whole line (similar to how Eclipse does it), so I disabled “Foreground” and enabled “Background”. VoilĂ !
