When producing a bulleted list one can use in the window "Bullets and Numbering"
the tab "Customize" to change the bullets to "Graphics" and the "Select" from
the Gallery.
Such a list can be created and saved under ppt format and does open correctly in
Powerpoint. 
However when editing such a list, actions such as changing the police of a word,
or the character format such as bold or italics and the saving again under ppt,
when reopening the graphics bullets will have disappeared and are replaced with
normal bullets.
I have added a file that show the end-result.

Actually the problem is the reopening, as the saved ppt file opened under
Powerpoint does show correctly the graphics bullets.
Only reopening under OO Presentation will change the graphics bullets into
normal ones

When saving under odp there is no problem