I used to do this years ago. The name of the dye is called Dylon and comes in small silver disc like tins and can usually be found in hardware shops and some of the bigger Woolworths. Put the dye in a pan with a bit of salt and water and boil your wheels or nylon parts until they go the colour you want, but put all the parts in at the same time or you will get different shades of the colour.
BIG WORD OF WARNING Use an old pan that you dont cook in anymore as mum was not impressed when she boiled potatoes in the pan and they came out pink after I used red dye. She could not understand what had happened and never did find out.
ANOTHER WORD OF WARNING
If your parts are not nylon they may disform when you boil them and may not dye very well.
This practice was first used by RC Plane flyers, they used to dye and boil nylon props. The process makes the nylon stronger as it adds moisture into the nylon, making it a bit more flexible.
Kev