You can color royal icing at the start, as we did for our experiment. However, the color of the icing will change while making it. This is because of the introduction of air bubbles into the icing. These air bubbles scatter light in all directions, which causes the color of icing to become lighter. If you've made the icing before and know exactly how much color to add, you can add it at the start. Otherwise, you're guessing at best. The photo below demonstrates this again. The icing on the left has not been aerated (because of a lack of egg white). The icing on the right has been aerated, it's otherwise identical but has a completely different color.