for example, if i have a pioneer at a colony, and i want to requip him as a soldier, i have to drag him inside the colony first, then drag him outside to re-equip him.

logically i would have expected double clicking his icon would work, just like a colonist inside the town, but it doesn't

There is a "change profession" button (with the other action buttons) with four arrows and tools in a circle. Click that. :)

It's still annoying that we sometimes find ourselves INSIDE the colony screen, wanting to change their profession, but the most convenient way is to be outside. I see no reason that it shouldn't be made similarly convenient inside the colony (even though they're outside the walls)

According to the tips you can change any colonist's profession by simply double clicking them. I assume this only applies to colonists on the city land usage map and the overland map, but not to the city labor distribution. I only read this a few minutes ago myself, so I'm taking the tips at their word that it works. :)

It applies to any colonist, even those on the city buildings and the European docks as well.