Well, I used icing colorants for dying wool when doing felting. But that's not the same thing as using it in soap, now is it?
I don't recall for sure if I ever tried one in CP soap, although I do believe I did consider it at one point. If I did, I apparently was not impressed or I'd have remembered I think. I know with some different things I've tried that were NOT intended for use in the high pH environment of Lye soap, the results were sometimes a complete bomb (no color resulted) or a disappointment (color faded quickly), but sometimes a nice surprise (where color lasted), but it was always unpredictable, so I don't try those much anymore unless I am traveling and forgot to bring lye stable colorants with me.