I didn't color mine at all during the pregnancy. I just put up with greys & stripy hair. After 3 losses I wasn't taking any chances with anything that I couldn't find good evidence that it was OK.

I researched it quite a bit on the net and found that although most hairdressers will tell you it's safe to do (and it is thought to be safe) very little research has been done on it so they don't really know either way. That said it probably is fine as most pregnant women do seem to do it and go on to have healthy children.