It turns out the same dyes that work on computer parts also work on Lego bricks, which are also, in my experience, seemingly never available in the color you need. Lego purists generally frown on paints and adhesives, but frankly being an active builder can get pretty expensive pretty fast, and a lot of that is due to having to order elements you may already have in abundance, but in the wrong color. And sometimes the element you want may not even be manufactured in the color you need at all.
These pictures come from SaveTheAggie’s post over on Classic-Castle.com, and show his own results in dying the armor on one of his Lego knights. His report also includes some abrasion tests of the dye’s fastness.