I am currently playing around with slightly watered down colourpaste, used to colour fondant icing, for use in chromatography. Although more expensive initially than standard food colouring (approx £2.25 each)it does last for ages, we are still using some after 3 years. It is available from amazon & ebay and probably other sites or cake decorating outlets.The primary colours come out solid but the violets, oranges etc do give nice separations. The liquorice black, however, doesn't.
One of our lessons requires 5 black pens each of which need to give a different chromatogram, we have ended up making our own combinations of colour from the primary colours and added the 'liquorice black' so it looks black on paper, but each one gives a different result.
Hope that helps