This is what I started with - pretty pale.
I used 4l of water for 400g, plus about 250ml of white vinegar to set the colour. I used Queens blue food colouring, and a big pot. I soaked the yarn for about half an hour in another bowl of water and vinegar, before adding the dye to my gently simmering pot.
I had no idea how long I'd have to leave it in, without completely boiling my yarn up and ruining $40 of good merino (which, let's be honest, I'd already kind of ruined) so I guessed about 10 minutes, gently simmering.
And this is what I've ended up with.
It's still not as blue as I was hoping for, but it's a big improvement on the first round. Now to let it dry and to wind it up. It'll probably run all over the cream merino that I'm also using in the same project, but what is experimenting if it goes right all the time?