I painted mine Rust-Oleum "Bar-B-Q Black." It's a high heat enamel paint that resembles flat black and is claimed to resist heat up to 1,000 degrees F. I prepped before painting by scuffing the shield with a 3M scuffing pad (synthetic steel wool) that I got from my brother-in-laws body shop.

It doesn't have to be perfect, thankfully, because, surprisingly, the mesh seems to mask the imperfections.