I would just paint it first. Really what the paint is doing is making it easier to clean off dirty finger prints and black coil dust in the future.
I dont think you will lose the dimples but keep in mind those dimples are guidelines. You are going to want to check the position of everything - especially mechs - for the best alignment before screwing stuff down. If i don’t like the location of a dimple i create my own with an automatic centre punch.
FE7998E6-02A1-4BE8-99DC-902C463B2444 (resized).jpeg