Interesting, for additional reading:

http://genetics.thetech.org/original_news/news76

"Because so many unrelated individuals with blue eyes had the same HERC2 DNA difference, blue eyes might have come from one person with the mutation—--a common ancestor. Of course it is important to mention that in only one of the studies did the authors look at anyone outside of Europe. And in that study, only seven people outside of Denmark were studied--—a very small sample size. Checking more people from other places might find different ways to end up with blue eyes."

So yeah, small-ish sample sizes but this looks like a pretty decent claim. Strange to think that mutations to HERC2 or OCA2 couldn't have happened independently and lead to blue eyes, probably needs additional sampling, but sure looks like all blue eyed people share a common ancestor.