I'm pretty sure they should be painted with organisol to match the tail panel. You can get some PlastX plastic polish at an auto parts store and clean up the lenses. THen mask them off and spray the organisol. I think Totally Auto sells it in a spray can.
Basically it should be painted what ever you plan on painting the tail panel with.
Looking at BE&A's website, there are three separate parts that make up the assembly. The lense, the housing and the chrome on the outside. I'm not sure how they come apart.