My Severe, Miro, can pick colors as well- We have trained him with small acrylic shapes and a box to put them in. There are red, yellow, and blue shapes (triangles, circles, and squares). If you dump them out, and tell him to get a specific color, he does it- With probably 98% accuracy, IF he is in a good mood, that is...
He is also very mechanically intelligent- can disassemble nuts and bolts- so we REALLY have to watch him
-Andrew