Morning,
I haven't painted mine, but it was something I thought about before I had converted.
As a decorator by trade, I will tell you anything can be painted!
Removal will of course make it easiest, but if you want to leave in situ, you could drop the lights and mask around the edges (I recommend tesa yellow tape). A light key would help (180g), bit not essential (honestly!)
For the paint, use Bedec MSP, a water based product requiring no primer or undercoat. Easy to use, quick drying and super hard wearing (we use externally on joinery). 1 litre should do. Available in various ready mixed colours, the satin is a really nice low sheen finish. Available in tool station and brewers if you're in a hurry.
Hope this helps!