With some digging, I found how to supply a custom Drawable thumb. Here's an excerpt that may help others.
ShapeDrawable thumb = new ShapeDrawable( new RectShape() );
thumb.getPaint().setColor( 0x00FF00 );
thumb.setIntrinsicHeight( 80 );
thumb.setIntrinsicWidth( 30 );
mySeekBar.setThumb( thumb );