For each color day I send home a paper bag with a clue. The kids find something from home, put it in the bag and write a few hints. Here was mine.
It was orange vampire teeth from the Halloween treasure box. It's just a Word document with 3 simple text boxes, but click the link and you can download and edit it. Just promise to let me know how you inevitably make it better. :)
Some kid examples:
What's orange day without an orange snack?!