Thanks for that, @dckirker!
I tried the flash method as per the Cree documentation (2 seconds on, 2 seconds off / repeat 4 times), and could never seem to get the bulb to ever flash and be ready for pairing! I even went to far as to get out the stopwatch on my phone and try to time it exactly with the clock tick on the app. No such luck… 
I even tried some other suggestions that I found online, which varied in instruction significantly (some said to turn off, but quickly flash on / off a few times, then back on, etc.). I could never get it right.
Eventually I hit the jackpot though and managed to get it! At least now I know, that it was probably me, and not the bulb, so I should be safe to go out and buy more bulbs from that specific Home Depot, and that they’ll probably eventually work, with just a little extra work to get paired.