I have no idea honestly. It isn't something I have ever given any thought to. Just assumed and painted them the colour of wood.
Artistic depictions generally show them as the colour of a wooden pole (often dark wood, sometimes light), yet curiously, in all the period photographs they are grey. 

On a serious note, in which case, they might actually have been red or red-brown. Apparently, deep reds show up as a nice, saturated grey on black and white photographs and motion picture film, and were thus used for B&W film costume, e.g. "The Great Dictator", where most of the "field grey" Tomainian uniforms were actually "red coats", pardon the pun.
Personally, unless you require a period-authentic finish, I'd say that for the British Army, you can't go wrong with deep red just for the popular image.