They produce them to spec?  I wonder if they can do
small quantities. 
    Yep, but I don't know about small quantities. I did it for a product
some years ago, but I keep comunicating with the factory. They can even
inject 2-part keys in the color you want. Think high-quality keys!
    
http://www.fourth.com.br/ if you're curious. Page in portuguese, use
google translator
    Another option might be those keyswitches that have
transparent keycaps,
 under which you can stick labels. 
    For prototypes and one-offs I usually build the keyboard with old keys
or entire keyboards.
    Of course I adore those keyswitches that have a tiny
color OLED display
 in them.  At $50+/ea that'd make a pretty expensive calculator though. 
    It will take some time to drop the price. I'd be more than happy with
any kind of e-Paper key.