I chose not to dye my hair during pregnancy People do claim that it's harmless, but I never saw any real proof of it, so I chose to put up with the regrowth hehe.

I think you'd need to be careful of your scalp - when you're pregnant your skin can be more sensitive to things, so perhaps ask the hairdresser not to paint the colour onto the scalp. Foils don't reach the scalp I don't think.