Turmeric stains everything yellow...would work on egg shells.
ETA a couple more....had to go look in one of my files, I haven't done them for awhile:
Dandelions - To turn eggs pale yellow, pick two cups of dandelion heads, boil them with the eggs, then allow the cooked eggs to soak in the mixture for one to two hours.
Grape Juice - For a light violet, soak pre-boiled eggs in enough juice to cover them completely for half an hour; soak up to three hours for a deeper blue color.
Red Cabbage - Red cabbage actually turns eggs blue! To obtain a robin's-egg blue color, fill a medium-sized sauce pan with red cabbage leaves and boil them with the eggs. Once eggs are cooked, remove cabbage and soak them for at least an hour.