It would be a shame to ruin a lam set. Just a thought but maybe someone will trade and you could stain a pallet set black. We know those will take a stain once the varnish is off. I am not sure the glue between the wood would take the set. Although if that was the look you were going for it might look cool but I would be scared to ruin an expensive set of wood.
Wait this isn't what you asked, let me edit my answer.....
Nope, never did it, but hope it turns out nice for you. Please post pics when you are done.
thejanitor