OS3.9 uses a modified version of ViNCEd for the shell. ViNCEd supports changing of the pallette, so I'm assuming that the OS3.9 version probably does too...
Try the 'SetVNC' command and see if that brings up the config GUI.
Personally, (even though most people hate ViNCEd) I use the original ViNCEd for my shell. It is kinda slow but I've added 'copy' & 'paste' buttons up top for convenience as well as made some other customisations that I have not seen available in othen Shell replacements.