I finally made it work. I am just surprised that I could not find any mention of that problem before.
First, I had to delete the whole "App" or "WindowsStoreApp" folder created with Unity 5.4. Just deleting the obj and bin folder won't do. Then, I rebuilt the project from within Unity 5.5.
At this point, the problem becomes commons to all new Hololens projects I created with Unity 5.5.
From VS, when trying to build, I got two errors CS006 "Metadata file ...\Assemby-Csharp... could not be found" and a list of "Could not find SDK ...".
I went to the top of the Solution Explorer Window, and open the References folders in the "Assembly-CSharp (Universal Windows)" and "Assembly-CSharp-firstpass (Universal Windows)". In those folders, I deleted all the files that were flagged with a small yellow triangle icon.
Finally, I was left with one error after build "Could not find SDK "WindowsMobile...".
That one, I knew from Unity 5.4 how to correct it (Sorry, I cannot find the reference in this forum). Still in Solution explorer, I went to the References folder of my project, and deleted the file that was flagged with the yellow icon.
Finally, after trying to build again, you have to comment the line referring to "StatusBar".