I found no way to make it work either with Visual Studio or in console. So it was good time to fetch sources (thanks, it's opensource and hosted in git) and read it to find the way to make it work. 

It was nice that NuGet.Core supports feed credentials persistence. Still, I do not know why it failed to persist credential when I type it! So that answer way easy. I created a plugin for NuGet.exe that does the trick. 

The plugin is available as NuGet package. Sources are available on github. Hope it would be helpful.