I had luck with what I think was permanent marker, like a sharpie. I got off the surface ink with nail polish remover, then used the poor-person's remoze-zit (acne creme with benzoyl peroxide.) I can't recall which pony, though, and it may have been a fairly recent mark since I got something off with the acetone.
The benzoyl peroxide method is safe for more colors than just yellow and white. The real colors you have to watch out for bleaching are blue, green, and purple -- just don't do it! Some pinks will also fade. It can also discolor bright, minty white ponies.
And as for re-dye, I managed to repink a bleached spot on a Goldilocks, but it was pretty tedious and could have ended in disaster. Better NOT to bleach it out in the first place. :wink: