Thank you so much @reuk for putting an effort into it!
So far I’ve tested it in an Xcode generated project and it looks great.
For future reference, I needed to add the following to my top level CMakeLists.txt, which is OK but personally I think should be opt-out rather than opt-in:
#Adds all the module sources so they appear correctly in the IDE
set_property(GLOBAL PROPERTY USE_FOLDERS YES)
option(JUCE_ENABLE_MODULE_SOURCE_GROUPS "Enable Module Source Groups" ON)