Personally I wouldn't start messing around with trying to dye your air filter as you may mess with the way it filters.
There are plenty of cone filters available, all different sizes, in all different colours from lots of different manufacturers. Best thing to do imo is just to buy one that's the correct size in the colour you want ~ then sell on your unused filter.
For example I used to have a Blitz SUS power filter on my old Impreza which allowed for the choice of either a red or blue filter.