When I used to have a full beard, I had a lot of greys, and I used to colour it. The secret is not to just put on beard colour all over and cover every single white. Most beard colouring kits have a brush with it, my advice is use it!!
Basically blend the colour through a bit and/or use a colour slightly less darker than your hair.. the reason is it looks more natural, in my opinion, than just completely covering every grey.
Only exception to this, I would say is if you only have a few greys and you want to cover them, then sure! go for it! The secret is to practice a bit with it, and leave it looking as natural as possible