I think thats why they do it at such a young stage in the incubation, so that the dye can be absorbed before hatch date.
It says to incubate as normal.
I found this article for 4 - H groups
http://lancaster.unl.edu/4h/embryology/colorchickens.shtml
It says
Harmless vegetable dyes, such as food coloring dyes sold in grocery stores, work very satisfactorily.
http://chickscope.beckman.uiuc.edu/resources/egg_to_chick/coloring.html