Paint is a bad idea. They are manufactured with tight tolerances and adding even a thin layer of paint will make keycaps fit more tightly or not at all and will cause them to stick / not fit correctly in the rails. It will also be rubbed off pretty easily against the leaf and cause a difference in tactility.
MX sliders are made from POM. AFAIK, it doesn't accept dye very well and I suspect it's hard to get any paint to bond to it.
But also, why would you want to change the colour of the sliders? They're not visible with caps on the board anyway. If the visuals are that important to you, then I suggest using MX Clear or white stems depending if you want tactile or clicky. For linear use black?