I wash the quills in a little dishsoap and water to remove the oils (and place on paper towels to dry if not proceeding to dye or if natural-colored quills are desired). I gently simmer the quills in Rit dye (with salt added) until they are the shade I want, collect the quills in a strainer, rinse until the water runs clear and allow to dry on paper towels.
The advantage of dying with Rit vs purchased dyed quills is that the dye colors can be blended to achieve the desired shade. The colors on many commercially-dyed quills are too modern for my tastes. As an example - the red is too red (cherry Koolaid color), but if you mix some scarlet or crimson with some black/brown and maybe a little yellow, a more natural shade is achieved. Traditional colors oftentimes are more muted and not quite as vibrant & monochromatic, though there are exceptions. Look at original pieces and adjust your blend of Rit colors to match. The longer you simmer, the darker the color. That said, you can overcook quills and they become brittle.