I'm seeing the issue since updating to v4.6.2.0. I update regularly, so I imagine I upgraded from the previous major version.
I followed the instructions on the page you linked to. I've previously tried the same and many other variations to try to get this to work. The (DO_NOT_TRUST_FiddlerRoot) certificate gets added to: Personal, Intermediate, and Trusted Root folders as viewed from Windows certmgr.
Interestingly, when I look at the certificates in Chrome (Chrome Settings/Advanced/HTTPS/Manage Certificates), I see the Fiddler cert in: Personal and Intermediate, but not in Trusted Root. I'm using the latest Chrome (Version 48.0.2564.116 m).
Needless to say, I still see the NET::ERR_CERT_AUTHORITY_INVALID error. :(