The only way I can think of would be to cut small pieces of paper just to fit slightly over the outline of each image in the die in the different colors you wanted, kind of like piecing a quilt.
But what I would probably do, since it is so quick to run the Bug, and the dies are so small, is to just run several sets in different colors that I wanted, and use the pieces from each set. A little paper would be wasted, but not much.
Bugga in OK
"Be kind whenever possible. It is always possible." Dalai Lama