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I've done cold, hot, and under vacuum, one of the biggest helps I've found is to get the bone an even almost transclucent before the dye. Sometimes this isn't required but if its to dry (blotchy) I use either lemon oil furniture polish or even xylene to get the even color in the bone before dye and then use oil dye with or witout heat some of the stuff in slippies for sale will give you an idea of what can be done.
Ken.
In the "old days" bone was stained with potassium permanganate.