I had some white waxed straws left over from a birthday party and on a whim decided to see i could dip dye them. It worked pretty well I think.
You need white wax straws, a glass, food dye, and water.
Fill a quater of your glass with water and add half a cap full of dye. This might seem like a lot but we keep on watering it down as we go. (ps. I found this worked better with pink than blue in the end - not sure why)
Pop in your straws and leave it for about an hour.
Add more water after an hour, fill the glass half way. Just wter, no more dye! Then to 3/4s of the glass and then full leaving about an hour inbetween each refill.
NOTE: Don't get the dye on your hands. I'm such a slob.