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Do you know how many foods have artificial coloring in them?! Here are some ideas for alternatives: Natural Dyes - frosting... I used pumpkin puree the other day for a bold orange color. I think b'nut squash puree would produce a nice yellow.
Rainbow cake with natural food color (from fruits and veggies) that does not alter the flavor of what you are making: red = beet juice orange = carrot juice yellow = egg yolk green - spinach juice blue = blueberry juice (only works in baked goods otherwise is purple) purple = blackberry juice