The colors popped when I did the BLO/CA finish. The BLO probably has a darkening effect on the color as well. It doesn't have a real thick finish - I did 9 coats of thin CA, only a couple of drops at a time.
The process was to bake the wood overnight at 200 degrees to dry it out and kill anything in it. Then soak in Cactus Juice dyed Orange for a few hours. Bake. Then vacuum in Cactus Juice dyed Purple for 15 minutes and then soak for an hour. (note... I edited this after my initial post after checking my notes - I originally said I vacuumed for 45 minutes which was wrong) The dye I'm doing eight tenths of an ounce of Allumilte dye per quart of Cactus Juice. I read somewhere that someone had good luck with 100 drops per quart, so was trying to do that and just got tired and figured 100 drops was most of the bottle. I tried to dump the whole bottle in, but noticed I've got a bit still left in my one ounce bottle, which is why I say 8/10.
This was a softer wood. With a harder wood, I'd go longer in the vacuum and use a pressure pot during the soak. With softer wood, I previously tried a pressure pot instead of just soaking and vacuumed for a lot longer... the result was that I completely obliterated the wood with purple... just looked like resin, not wood. I also had soft wood get obliterated in the pressure pot without any vacuum.
Also keep in mind I did eight sticks of different wood and picked out this one as the most interesting. I think one or two others will make nice pens as well. So this may be the sort of thing that only one out of four ends up being a keeper. That's why I started taking pictures... to see if I can figure out a way of predicting in advance what will dye well.