How to avoid using artificial food coloring in cookie and cake decorating
Natural food coloring kits, consisting of powdered concentrates, are available at health food stores in some regions, eg http://shop.biovegan.de/biovegan-farbspass-farbende-lebensmittel-5x8g is common here... and in this case, there is no cochineal in there, since insects/arachnids do not widely qualify as vegan, and this brand (as the name says :) specializes in organic and vegan products. 

Turmeric, Annato, mild paprika and similar spices color extremely strongly, one would need to add little enough not to mess with the cake chemistry. Coloring juices (beet or blueberry juice etc) could be cooked down to a high concentration. Some of these color differently based on pH (turmeric, anthocyanins like beet juice), but one might need to compensate taste-wise for the colored layer being alkaline or at least less sour than one would prefer...

Turmeric, especially fresh, can help with the brightness even if you aren't aiming for yellow - stuff's strongly flourescent (means: will emit visible light when excited by ambient ultraviolet light) and will make everything appear more radiant in sunlight and many types of artificial lighting. Same would go for quinine (as can be found in certain drinks) if the food can take the bitterness, but quinine has more of a blue flourescence that won't come across as very bright.