Cash on Delivery payment method with WooCommerce Subscriptions

I am trying to use Cash on Delivery payment method with WooCommerce Subscriptions. But on renewal the order gets the status “Pending payment” (and the subscription goes “on-hold) I would like the order to be “Processing” status.

I tried this snippet but it doesn’t seem to work with subscriptions renewal orders:

add_filter( 'woocommerce_cod_process_payment_order_status', 'change_cod_payment_order_status', 10, 2 );
function change_cod_payment_order_status( $order_status, $order ) {
    return 'processing';
}

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