How to use sqruff (templater) with Python-style f-strings?

[quassy]

The Python formatter to use f-strings like {table} in SQL is now mentioned in the docs but apparently still not well supported:

Note: This templater currently does not work by default in the CLI and needs custom set up to work.

So what kind of custom set up is needed to make it work? Just setting templater = python obviously does not work but even with a config like this I have issues and lots of formatting gets messed up:

[sqruff]
templater = placeholder

# ...

[sqruff:templater:placeholder]
param_regex = {{(?P<param_name>[\w_]+)}}

I tried different variants of the regex like {{(?P<param_name>[\w_]+)}}, {(?P<param_name>[\w_]+)}, \{\{(?P<param_name>[\w_]+)\}\}, \{(?P<param_name>[\w_]+)\}