Guys it's perfectly fine, my sister is a hairdresser, the only thing that colour can do to you while pregnant is that the color may not work out, Foils are the safest bet as they do n ot touch the scalp, so what i do to hide the gray they put in blonde foils and it looks great.
I have got the What to Expect When You Are Expecting and it mentions that no clinical studies have been done to back up their theory.