Dunno about the colour combo, but it sounds different so I say go for it.
If they are already painted you should roughen up the existing paint with fine sand paper, also make sure the calipers are free from dirt and grease - brake cleaner is good for this. Also remove any loose rust with a wire brush.
I think it's a lot easier to paint them off the car, but if you've never removed them before or the threads are siezed it might not be worth the hassle of removing them.
Sounds cool though, don't forget pics when it's done

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2005 Fiesta ST - wrote off
Newman fast road cams, Fusion Fabrications custom inlet manifold, custom exhaust