I've been using TransTint dye on oak lately.  It's a metallic dye applied in an alcohol or water base and comes in a variety of colors.  Seems like it would be a good product for lams, but I haven't seen it mentioned.  Thought I'd throw it out there for experimentation by some brave soul!

I've used Transtint on bamboo and hickory in all wood tri-lams and really like it.  I mix it with alcohol and like the fast drying time.  Seems easier to get a nice dark tone with it on light colored wood than with regular stain imho.

What color are you using?  

I've been using honey amber as a base on oak; then I shellac and glaze with dark walnut gel to make the grain really pop.  You wouldn't want to do that last part with lams, but I think he honey amber could achieve an effect ranging from osage to yew on the right sort of wood.

I also have some green and tried it on maple.  Not as bright as I hoped... sort of a blue-green.

I used black and golden brown on the bamboo backing.  I put black on the nodes and used golden brown as kind of a wash and tried to feather the black into the brown.  My first try was basically a mess, but I resanded it, and with some fine sanding and wiping with alcohol I was happy with the results.  Also used golden brown on the hickory backing and liked the deep, dark color you get after a few coats.  I've got honey amber but haven't tried it yet.  Working on a heartwood hickory backed osage board bow right now that I'm eager to try that color on.

It works great with denatured alcohol on veneers.