They are always getting covered in stuff: chocolate, treacle, sticky jam, mud, straw...

At one point, one of them (percy?) is painted black and yellow like a bee, and that toy is sold.

One parent, online, wrote about one of the trains (James?) getting painted pink at one point in the show, and coming to grips with that, and how it helped his son navigate the social setting of school while also liking to wear pink/"girlish" things. So THAT is super interesting and helpful.

There's a very definite shift in the show where they stop filming Awdry's stories and switch to writing their own with educational input.