Pumice is abundant here, but I've never seen any except the dingy off white color. I would also agree that you should be able to stain it to a better color.
I don't know about food coloring, but there are many natural dyes that I think could be used.
Walnut skins, coffee, tobacco, tea, all leave a good stain in varying shades from black to tan. Some mushrooms such as western red dye, inky caps and shaggy manes will procuce permanent stains.
I'll do some checking with the local yards to see if there's anything available. I know alot do carry pumice. I've walked through vast areas of the stuff and never really gave it any thought. May be time to revisit some of those old haunts and see what's laying around, color-wise. Rick