Thanks for the pastels suggestion! I'd never heard of those before, actually, and as you say it seems that it would be much gentler on the hair, and probably more reversible as well. Might be worth a try.
But, I think you may misunderstand my concern about the "semi-permanent" type punk brand dyes staining the lace - it's not so much during the application that i'd worry about the color running more than ordinary dye - it's more while wearing the piece (sleeping, etc).
My feeling is, the more "temporary" the dye, the more it runs, and the more of a problem that could be - the pastels may in fact be worse in this regard.