my advice first advice is to make sure you are well insured because they scream lawsuit to me. I mean, even though they are supposed to be blown out before use, who knows what someone will do with a "candle". also be sure you know the maximum temp the "oil" will reach because it should never get too hot for the skin (max 120? I dunno - find out and be careful) and the container shouldn't get too hot either because someone WILL pick it up.
second, make sure you use any fragrance at SKIN SAFE levels, usually around 1%-2% and not at typical candle levels of 6%-8%. and make sure you are using skin safe FOs to begin with (if EOs be careful which you select).
and finally - your question: for colorants, micas are great - coastal scents has lovely skin safe micas.