Lyrics skip first note when mixed with formatting

[Peter Budny]

I have the following fragment:
% -*- coding: utf-8 -*-
\version "2.11.27"
\score {
  \new StaffGroup <<
    \new Voice = "abc" {
      \relative c'' {
        c4 c4 c4 c4
    } }
    \new Lyrics {
      \small
      \set stanza = "1."
      \lyricsto "abc" {
        foo bar baz quux
} } >> }

The things to note are the "\small" and the "\set stanza" just inside
the Lyrics. With either of those present, the lyrics skip the first
note, and "foo" ends up on the second note. Only if I remove both of the
formatting commands does "foo" end up on the first note.

This might just be me doing something horribly wrong, but after pouring
over the manual, I can't see how else I should include those formatting
commands. Unless someone can show me a right way to do this, it looks
like a bug to me.