Using 2 RGB lights over Bluetooth with a DigiSpark
Which means, analog connections.


Nope. It means PWM.

How would you control the brightness of a single LED?

By generating a PWM signal with:


sufficiently high frequency to not be able to notice the flickering;
duty cycle proportional to the brightness you want/need, where 100% is full brightness, and 0% is OFF


You only have to do that for each colour of the RGB LED you want to drive.
Ideally you would use a HW block capable of generating the PWM signal, but it can be also bit-banged, should you run out of PWM blocks.

Just keep in mind that different colours have different currents (for the same level of brightness), so you have to pay attention at calculating the correct value of the resistor applied to each colour.

If you prefer to ensure that each channel is driven by a HW PWM generator, you can also use an external driver. Ex: I2C 6-channels PWM generator.