The vinyl heads will dye well, BUT, only within the warmer color range.
The vinyl pigment has an orangey/pink base to make the flesh color.
Any dye you add to the orange base will still have to work well within that range...
Bright orange, red, brown, rust and Black, and Sinestro hot pink.
Cooler colors..( blue, green, and blueish purple) fall within the range of color opposits, to the flesh tone pigments.
The dye is transparent, so it won't cover the host color, only lay a film of the new color over it.
If you dye a flesh head with a cooler color, (Green or Blue) the color opposition of the base tone will create a brownish, slime green, or a blackish dark blue.
The new color will be to dark to register the new tint effectively.
Purple will work only if it falls into the redder color range.
The classic Mego zombie heads turned bluish gray because the orange pigment used wasn't UV stable over time, so the orange bleached out leaving the trace elements of blue pigment used to brown the orange into a proper flesh tone.
If you have a Zombie head like Megocrazy said, it WILL go to Blue or Green, because the orange has faded out.
You can also turn zombie heads back to normal really quickly and easily by giving them quick dips into orang RIT dye and rinsing between dips to check against a flesh head.
Keep dipping and rinsing till the color is back to normal.
Hope this helps.
Just as a side note, I'm a senior artist at Walt Disney and we use pigmented products for animatronic figures, and character Icon sculpts that I do there.
We use a substantial database as to pigment systems, including vinyl tinting systems.
Thats where I learned about the UV unstable vinyl pigments used in the late 70s.
We had a lot of things turning funky colors from the same time period.