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It can be due to the dyes in food. Even natural dyes like beetroot can colour the urine. It will take a few days for the dyes to leave the system and he will have some in store so I wouldn't judge it too quickly.
I would be cautious about removing bits from the food especially as he is eating it as it might unbalance the diet. If he seems well otherwise and is acting normally this may be a normal colour for his urine and you haven't seen it before due to the bedding colour.