I have used liquid candle dye to color PDMS with good success, but it may be difficult to get enough dye into the PDMS for it to be easily visible with just 3 microns in thickness. You can later extract the dye with solvent if needed.

Considering of the well-established fabrication techniques of optical color filters and photoresists, I would say trying colorants like triarylmethane type dyes (such as crystal violet and Victoria Blue) or pigments (such as Pigment Violet 23) might be good a start. In general, (as I know) pigments are less soluble than dyes; on the other hand, dyes might need extra operations such as photoinitiation. If you use your layer for optical applications and if you also want to further pattern the surface, it is important to select pigments with small size (for Pigment Violet 23, there are many options available starting from a nm to a micron). However, a good dispersion and chemical compatibility with PDMS might be always challenging.

Here I have another idea, too. There is also a way to make the thin layer visible to the naked eye without using any additional additives. Using soft lithography/imprinting lithography, you can patter the PDMS surface with periodic structures (such as grooves). These diffraction gratings offer very colourful appearance under ambient light. However, this will totally change the optical properties of the layer.

Good luck.