I feel like Chekov in the first Star Trek relaunch movie. I can do zat!!! *Yup, I'm a nerd*
There is a lot on line about dying wool with food coloring. Works AWESOME! You can make darn near any color you like!
This is how I do it without wet felting the fiber. First I use VERY small amounts. Just enough for the project I'm working on. I use the microwave to do this.
Get a glass 9X9 casserole pan.
Tear off about six inches of roving. Pull it in half length wise so you have two long slender ropes.
Get 1.5 cups of water of tap hot water and pour it into the pan. Add about a quarter cup of vinegar. ((This isn't precise. A little more a little less won't hurt))
Now pick up your roving and press it into the water. Make sure that there are no air bubbles trapped between the fibers.
Leave it alone for about half an hour.
Get 1.5 cups of hot tap water and pour it into a separate cup add a quarter cup of vinegar.
Add a few DROPS of food coloring to the cup. ((A lot of times, people are dying skeins of yarn and use a large amount of food coloring. You will not need that much. Usually 10 drops will give me a nice deep color))
Stir until the color is nicely mixed.
Go back to the pan with the roving. Lay your hand on top of the roving and slowly pour out the water it's been soaking in. Try to disturb the roving as little as possible. It's okay if you don't get it all out. Just pour off as much as you can.
Slowly pour the colored water over the roving. You'll see where the color is hitting the roving, try to pour it over as much of the roving as you can.
Leave it for a few minutes for the color to spread through the roving.
((Now here is where a lot of people do things differently. I use the microwave, because I'm impatient!))
Put your glass pan into the microwave, put it on for about a minute.
WATCH CAREFULLY! Boiling turns your roving into felt! So make sure it doesn't come to a rolling boil.
Once it starts to bubble, turn the microwave off.
Open the door, use a fork to gently press the roving back into the dye. Let it have moment to cool a little ((I sing the ABC song once, but I'm a nerd))
Microwave again until it starts to boil. Then turn it off.
Don't open the door, just leave it for about 10 or 15 minutes.
When you come back, use your fork to lightly push the roving aside. Ideally you'll have clear water.
If you don't give it another round of microwave and leave it for 10 to 15 minutes.
Once the water is clear leave it until completely cool then Pour the water off.
Take out the roving and rinse it with cool (But not cold) water.
Put down some rags or paper towels and blot the roving dry.
Then leave over night to dry completely.
Sorry if this is too long.
Just a note, blue does not like to dye. It is very stubborn. If you can't get the water clear, leave it in the dye water over night. Usually it'll all absorb by then.