This plugin allows you to quickly and easily add colors from the fills of selected layers in a Sketch file to the document palette.
Install the plugin - for now head over to (https://github.com/johnmcclumpha/sketch-add-colors-to-palette/releases) to grab it and install
Within sketch:
select the layers with the fill colours you want to add and navigate to:
Plugins > Add Colors to Palette > Add fill colors