Anyone else had problems with pigmenting epoxy?

No it certainly shouldn't... I've even added up to 10% by weight without any issues (though I certainly don't recommend doing that, I didn't do any tests on bond strength). 

As honaldo said, it should be fine. I've mixed pigment up to about 10% before too and it's cured ok. I've even done it with polyester pigment in epoxy and it still works. I'd try another test batch, but this time mix your epoxy then split it in half and just pigment one of them, so then you've got a control sample to compare it with.