The bullet selection dialogue is in an unexpected place.
It's under the Content tab, in the box marked "Content," in the pull-down menu under the little layout icon. You can set bullets and line-height there. I'm not sure why those items are separate from the rest of the typography. I wouldn't be surprised if that changes as they continually refine their UI, but you never can tell!
As I've already noted, I do hope they look at the bullet options at some point. There should be many more than the six TT currently has, and should include all the traditional bullets--hyphen, circle, square, none of which TT has. I wouldn't put it first on the priority list, but it's something they should look at at some point.