Coloring Bath Salts

For coloring bath salts (which are a cosmetic) you would need to use a color additive that is approved by the FDA for use in cosmetics. There are lots of color additives that are approved for cosmetics, however some of them do not work well in bath salts.
Ultramarines are basically made by heat treating kaolin clay and sulphur. At low pH’s (which is the range where bath salts are) ultramarines tend to break down and release sulphur giving off that lovely rotten egg smell. Not a very nice surprise for your customers. While these stink, LOL, they do
not fade.
Iron Oxides will work, but may also leave a residue in the tub. The good thing is they don’t fade.
Micas will work. Some will fade and some won’t. They will most likely leave a residue in the tub.
There are also natural colorants on the FDA’s approved colorant list. These are annatto, caramel, carmine and beta-carotene. There are a few more, but nothing that you would probably want to use in salts. These will all fade in sunlight or UV rays. There are no flowers (like blue malva - which will make water a lovely blue — too bad it does not hold up in soap) or chlorophyll listed on the approved list and using these “simply for the purpose of coloring” your salts would make them an adulterated product, you don’t want that.
Dyes offer the biggest color choice of all. You want to make sure that what you are using in on the approved list for cosmetics. And as with natural color additives, eventually dyes will eventually fade, particularly if exposed to UV rays. There are a couple dyes that are limited in the amount you can use in a product, Green 8 and Red 36, but generally you would have to add so much of these dyes to a product that the product would start coloring other items before you reached that limit.
Unless you are familiar with the ingredients in certain food colorants it is not a good idea to use them in bath salts or other toiletries. Some food colorants, particularly gel/paste food colorants, contain Blue#2 and Red#3. Both Blue#2 and Red#3 are not approved by the FDA for use in cosmetics.
The link to the FDA’s list of approved color additives is: http://www.cfsan.fda.gov/~dms/opa-col2.html
You can look up the individual colors in 21 CFR part 73, subpart C and 21CFR part 74, subpart C. Unless you are making make-up or lip stick and eyeshadow, you don’t really need to worrying about what you use as long as it is on the approved list for cosmetics.