Mouse Enter / Remaining Messages Not Working?

I am trying to detect mouse input / output messages CM_MOUSEENTERand CM_MOUSELEAVE, but it will not catch it. What am I doing wrong here?

type
  TMyControl = class(TCustomControl)
  private
    procedure CMMouseEnter(var Message: TMessage); message CM_MOUSEENTER;
    procedure CMMouseLeave(var Message: TMessage); message CM_MOUSELEAVE;
    procedure WMNCHitTest(var Message: TWMNCHitTest); message WM_NCHITTEST;
  end;

procedure TMyControl.CMMouseEnter(var Message: TMessage);
begin
  //Handle mouse entering
  //Breakpoint never reached, procedure never called
end;

procedure TMyControl.CMMouseLeave(var Message: TMessage);
begin
  //Handle mouse leaving
  //Breakpoint never reached, procedure never called
end;

procedure TMyControl.WMNCHitTest(var Message: TWMNCHitTest);
var
  Ch: Bool;
begin
  if csDesigning in ComponentState then
    Message.Result := HTCLIENT
  else begin
    Ch:= False;

    //Do checks and pass `Ch:= True;` if something changed...

    if Ch then Invalidate;
  end;
end;