I tried to dye them with paint before but it wasn't that successful, so I ended up painting them. You can buy some ready coloured, but I don't know if the colour is as deep as that.
I painted them. It does take a while, but as long as you don't do too big an area it isn't too bad. You start seeing teh effect pretty quickly, so that kind of keeps you going.
I think that if I decide to do much more of that, I'd probably buy a pack from somewhere. 4D modelshop in London do it at £6.65 for a 1.8 g pack. Sounds very expensive, but they are incredibly light so 1.8g gets you a fair number. I'd probably want to see a pack before buying though to see how much you get.
DCC Supplies are cheaper, but only seem to do the brown ones.
Antenocitis Workshop might do them.
Al