Modify programatically csproj files with Microsoft.Build.Evaluation (instead of Engine)

I've actually found the answer, hopefully will help others:

Instead of creating a new Project(...) and trying to .Load(...) it, we should use a factory method of the ProjectCollection class.

// Instead of:
// var project = new Project(collection);
// project.FullPath = "myproject.csproj"; // Instead of load? Does nothing...

// use this:
var project = collection.LoadProject("myproject.csproj")