It defaults to AAAA records so you may need to type
A app.example-foo.com
it worked for me
So in my case, I actually performed an explicit CNAME lookup. The fact that the error message says "We couldn't find any CNAME records for foo.com" tells me that the name parser is still not handling hyphens correctly.
Interesting, I'll take a look.
All about the future! A records are old school :)
See my addition above - this still seems to be broken.