Thanks for your kind words, @DianaB, @Katie Meadow and @Bentley.
@Bentley, my colour didn't seem to come off. The black I used was Chefmaster oil-based candy colour, but I did others in red and they were just Americolor gels (used directly, no vodka or spirit to thin). Either way, I think what makes a difference is that I do the paint as soon as they come out of the oven, ie. when the shells are still warm. This really seems to 'bake' the colour into them as the shells cool down.