I got my lighting shapes to work fine thanks to help from all of you.
I did end up creating the shape of the fixture in Illustrator then importing it into Visio. That then becomes the color filled shape. When the user drops the fixture onto the sheet, the shape data dialog appears with a dropdown of the Roscolux gel color names and numbers. When selected, the light is filled with the RGB color info from a lookup table (my variation of Visguy's post about selecting colors)
Thanks again.
Norm