A better pic now that these have landed state side:
The only paint on that caliper is the PORSCHE lettering.
Paint acts as an insulator, though I'm sure there are heat conductive paints available. I would think bare metal or flat black anodized would perform the best.... but not provide the look many folks are looking for. These polished calipers probably have a clear coat on them (anodized?). For the best combination of looks and performance, a milled "finned" surface to maximize the radiant area along with a flat black finish may be the direction to head.
Just some thoughts, I'm willing to be educated.
BTW, OP what did you end up doing?