So I'm trying to sub out all the '_'s for spaces, It doesn't seem to be working, And example of what the value could be is, Bright_orange.
colors.Parent.CurrentColor.Changed:connect(function(Value)
local parts = game.Workspace.BeginHolder.BeginModel:GetChildren()
for i,v in pairs (parts) do
v.BrickColor = BrickColor.new(string.gsub(colors.Parent.CurrentColor.Value,"_"," "))
end
end)

2 comments
because it returning "Bright orange 0"
v.BrickColor = BrickColor.new(string.sub(string.gsub(colors.Parent.CurrentColor.Value,"_"," "), 0, #tostring(colors.Parent.CurrentColor.Value)))