I'm glad my review helped
I must admit I prefer Ferry's own songs to covers, particularly on
Olympia, although as you say "Song to the Siren" is one of the stand outs and if anything, you'd think it was a Ferry original (I don't know the original at all). I also avoided the Dylan album, but that's because I don't like Dylan.
1993's
Taxi album was very good though. In my opinion, his version of "I Put A Spell On You" is one of the best solo tracks he ever recorded. Same band line up/sessions as
Mamouna and a curious choice of songs from the 60s and earlier; many very well known, but given a full Ferry makeover.