Gripmaker grips are made from urethane resin. Like the ones I make. I used leather dye on mine, and the color has not rubbed off. Also, the resin will yellow over time, just like the real McCoy.
Polyurethane probably won't take a dye. They're hard plastic like the bumper on your car. They're not porous at all. They also won't yellow over time, unless you have 30 or 40 years to wait.
Your best bet Hawg, is to get a set made from resin. I know that's not what you want to hear though.
One thing you could try, is to lightly sand the plastic before trying to dye it. Open up the surface to accept the dye. Try it on the backside first. Use a fine paper like 1000 grit. It just might work.