For the updated list of approved cosmetic Lakes, Dyes, and other color additives visit this FDA page frequently.
Now with all that said, the liquid form of the same powdered colorants approved by the FDA as body safe, do not have to be batch certified. So you can always consider the liquids when in doubt. You can incorporate the liquids by blending continuously in a stand mixer with your baking soda and oil or butter. It may take a while but it will blend in. A water based colorant is best, but glycerin based liquid colorants work just as well. I would not suggest castor oil based as they are too sticky and take forever to blend in.
Don't have time to wait? Spend a day making batches of colors for future use. Fill your stand mixer with your baking soda and oil/butter and begin blending. Add your desired amount (approved percentage) colorant and continue to blend until no trace of clumps or specks are left. Store your premixed colored powder in large bags or containers until you are ready to use. When ready to make your bath bombs, measure out your colored powders, add fragrance, poly, wetting agent and any other additives...then add citric acid.
That's all for today! Happy making!