On the 911, before the installation of the twin turbo brakes, I painted my calipers yellow with the special high temperature caliper paint. The aftermarket paint can't deal with the heat and lightened up considerably with a brown tinge to it... Of course if you don't take your car to the track, it probably would not be a problem.
I don't think you have to disassemble them to get them powder coated. Only very good masking is necessary. The temperature that powder coating gets to is nowhere near what the seals see on the track.
08 135I (AW/Coral Red - delivered 3/15/08 --
13 Audi S4, 83 SC (trackster), 90 C2 (Sally's Carrera), 04 Avalanche Blingmobile