Theoretically it could be done, with the proper tools and skills. Some have swapped the stock LEDs with brighter ones. However, for just changing the colors, I don't know if it'd be worth the bother, since you could either:
Use a colored beamfilter, or
Sell the one you have and buy a new one with the color you want. Unless you want a color that isn't sold by SF.
Hey, my 1000th post!