When should food colouring be added to part of a batch of bread dough?
I baked 3 or 4 loaves of challah last January over a month period to try and perfect a rainbow loaf of bread for a dinner party (Wizard of Oz and over the rainbow themed).

Loaf 1 I mixed ingrediants and worked the dough and then prior to kneading I used cake decorating gelled (Wilton brand) coloring.  This required substantial kneading to fully integrate the coloring and probably caused the loaf to not rise properly from over work or inconsistent gluten formation.

Subsequent loaves required making the water and yeast mixture and dripping in 5-35 drops of liquid food coloring into measured amounts of liquid by weight. Each liquid amount depending on rainbow location varied and the apparent strength of the drops did too. The liquid mixture then had a consistent bright color and adding in the sugar, salt and flour proved to make for a consistent color shading throughout.  The minimal quantity of the alcohol/glycol based coloring didn't appear to affect the texture and the need to over work the dough was lessened since the color was consistent from the beginning.

Using up to 7 different colors in 1 large loaf (both rainbow shaped in a large baked bowl and in a braided roll) did require a bit more effort than making 1 batch of dough and separating briefly after kneading to add color. However the effort was well worth it!