Well... there is a way to do this, thanks to mafia's weird attempts to "make any HTML in the GCLI show up as it would in a browser". So this works:
string CGCLI( string Text, string HexColour)
{
return( "<font color=#"+HexColour+">"+Text+"</font>");
}
print( CGCLI( "Test", "FF0000")+"ing.")...