From the Guardian:
If you are considering dyeing a sheep, first ensure that it is your own sheep and never use household paint or a chemical-based fabric dye such as Dylon. “The dye would need to be a non-toxic vegetable dye,” says the RSPCA, “and applied with a sponge or silent spray.” On one website, a seasoned sheep-dyer recommends food colouring (NB, you’ll need a lot of bottles) and advises that you dye only long-wool breeds, “as they tend to dry faster and not mat up like the finer wools”.
In other sheep-related news, I saw a copy of Henry Moore’s sheep sketchbook in the window of Waterstone’s this morning, which I last spotted at the Moore exhibit in Rotterdam about this time last year. I really should buy a copy. It’s very good.