dependent => destroy on a "has_many through" association

Apparently dependent => destroy is ignored when also using the :through option.

So I have this...

class Comment < ActiveRecord::Base
  has_many :comment_users, :dependent => :destroy
  has_many :users, :through => :comment_users
  ...
end

...but deleting a Comment does not result in the associated comment_user records getting deleted.

What's the recommended approach, then, for cascade deletes when using :through?

Thanks