Commercial feed is already made from a few main ingredients and a load of additives for things like nutrition and palatability. For yolk colour there are products available that are either produced from marigolds or other natural sources, or artificially synthesised. The maximum concentrations allowed for those products are usually in the tens or even single-digit numbers of mg per kilo of complete feed, so only really tiny amounts.
This study was one of the first that came up when I did a search just now. There's a lot of complicated biochemistry stuff but this paragraph lists possible sources of carotenoids (which are what makes the yolks more orange):