Dye the hair before you go to the show, but do not leave it in. We mix the dye in a fogger and then fog it on, comb in and then rinse out after it sets for 20 minutes.
As far as setting up, we have found that if you work on setting them up before you kick them out in the evening, they figure out that the faster they do what you want the faster they get to be turned loose. After a couple weeks of this they set up in no time at all. You definitely want to work on leading them into position, it saves you allot of time and frustration if they stop setup instead of having to place all your feet with the stick.
Each calf has a place they like to be scratched, for some it is the belly others it is the brisket, try and find your animals sweet spot, it really helps in the ring. The last 2 years my son has had steers that step into the right position and he found the spot they liked scratched with the stick (to the point you could drop or remove the halter and they would not move as long as you still had the stick on them) He won senior showmanship both those years.
like everything else with calves, it all takes time and work to get them where they need to be.