Use up each dye, orange firstly (3,4)
I believe the answer is:
eat into
'use up' is the definition.
(synonyms)
'each dye orange firstly' is the wordplay.
'each' becomes 'ea' (abbreviation).
'dye' becomes 'tint' (tinting is a kind of dyeing).
'firstly' indicates taking the first letters.
The initial letter of 'orange' is 'o'.
'ea'+'tint'+'o'='EAT INTO'
(Other definitions for eat into that I've seen before include "Consume (resources)" , "Etch" , "run down" , "start wearing out" , "Corrode (something)" .)