I have tried it with Victorinox Cellidor. I guess the Wenger scales are made from the same stuff. It did not work well. The scales got a darker, purplish red hue, but didi not really take the dye. And Cellidor is temperature sensitive and will warp in boiling water.
If the Wenger scales are from a different plastic, it might work, though.
The OHT plastic parts are nylon AFAIK, which takes the dye very well.