As far as I know there is no tool/program for edit the color palettes on VBA GX.
But... if you check the palettes.xml settings of your VBAGX installation (sd:/vbagx/palettes.xml), you will see the color palettes with their color values in hex. You need to look for the "default" section in that file, here you can replace those color values in hex with your colors (in hex).
For example, 0x80AD00 is for a tone of green, 0xADADAD it's for a little dark gray.