If you go to the garage and make a new colour set you can name the new colours the same as your AI.
Just say our AI is named "Billy"
Go to the garage.
In your garage make a new colour set named Billy, assign a skin for it as you would normally choose a skin, and save the new colour set.
Now your AI named Billy will use the colour set by the same name and also the skin you had chosen.
Do this for each AI, giving each one a different skin (change the wheels too while you are there). Whenever they race that car they will use the skin you nominated in that colour set.