Heat?

You can use heat to help the dye penetrate, but you mustn't dry it on the hair. You need to cover the hair first with a shower cap or a bag or whatever. Then heat with a hairdryer to open the cuticle and help the dye to get into the hair.
Once the dye has dried out it doesn't do much, so always keep it covered and moist.

I don't apply heat as such because I don't have a hairdryer but I do wrap my hair/head in clingfilm or a plastic bag and cover with a warm wooly hat to keep it moist and warm  🙂

I rely on heat tbh.  I wrap my head in clingfilm over the dye, use a hairdryer for as long as I can stand it, then put a plastic shower cap (the thicker non disposable type) over it, hairdry again, then add a towel to keep the heat in.  (I'm using the theory that works in survival stuff that trapping warm air between layers is more efficient than one big warm layer.)  Doesn't look attractive but really does work! 

Oh gosh, it's a waste to let it dry out! Definitely cover it.