As an ex-painter, I would always suggest dismantling caliper and rotor assemblies to do it right. You can treat the surfaces better for competent coverage and adhesion. Also, painting movable parts while together can cause seizing when it dries.
But do you HAVE TO do it this way? No. Just preferred.
Aaaahhh ok. That makes sense. I will make sure to mention that to him when I drop the parts off. Good advice! Thanks