You can easily buy the red dye from specialty stores, like Titan on Ditmars in Astoria. But if you aren't close this is an old yet natural way to do it yourself. Start saving the skins of yellow onions 2-3 months prior to Easter so when the time comes you have enough without wasting new onions.
Recipe for the dye:
13-15 skins of yellow onions
Tablespoon red vinegar
3-4 cups of water.
Instructions:
Boil the water, onion and vinegar in a medium saucepan for 45 minutes. Remove from heat and let cool. Strain the onion skins out. When you’re ready for the eggs, add them in and bring them to a boil, like if you were boiling a regular egg. Then let dry, and polish with oil. Store in fridge.
Note:
Greeks don't have multi colored eggs, we only have the red. And everyone pairs off and has an egg war; whoever's egg is the strongest and lasts without cracking wins! My cousin Michelle is in charge of collecting the eggs and making a quick egg salad which everyone eats, no one worrying about the color or the dye!