It is possible to dye your own caps, people do it often with old caps from Model Ms, for instance. However, I believe it takes more specialized equipment to dye only a specific area of the cap, as you would need to do for a legend. Like was said, looking for a set of DSA caps in either doubleshot ABS or dyesub PBT would work. You could also get blank caps in any profile, but if you wanted to add legends to the blank caps, your only feasible option would be stickers or something similar.
There's currently a GB going on over at PMK (SP's storefront) for a set of ABS doubleshot caps in the DSA profile. Other options include looking in the classifieds section for sets which meet your criteria. You could also look at a custom set from WASD keyboards, but their caps are thin ABS just like SP's more common DCS profile.