One way is to infuse the wax with colorful herbs. Put powdered herbs such as alkanet, madder root, or spirulina into coffee filters and make them into bundles using twist ties. Place each bundle into a glass jar filled with melted wax. Put the jars in a water bath in a slow cooker on low for 24 hours. The tint from the herbs should soak through the coffee filters and color the wax.