Do make your salt a day or two ahead and let it dry. You can even leave it in a very low oven to make sure the color is absorbed in the salt.blue as they sit. 

Lay some kosher salt in glass or disposable dish. Squirt blue food coloring into the salt and stir until it's all covered. Use as much as you need to make the shade of blue you like.

Note - the more you use, the more likely it will bleed. Let it sit for at least 24 hours. 

Spoon the cream cheese into each pepper until they are filled to the top. Set them aside until you are ready to serve.

TIme to serve - Using your fingers, pick up some salt and sprinkle it, holding your hand about 12 inches from the peppers, over the top of each pepper.

Lay them on a serving platter and serve immediately. They will likely bleed a little bit as they sit.