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They are installed on the engine before it is painted. They will then paint the engine and the mainfolds will be orange from the overspray. This will burn off after a couple of runs to show the bare cast iron.
I sandblasted mine before coating them with POR 15 Cast Iron Grey manifold paint. It has been almost a year and about 4,000 miles and they look as good as the day I painted them. There is no visible chipping, discoloring, or peeling.
I think the key is to get as much of the rust off as possible before painting them.
Sandblast or beadblast first; wipe down with a non-oily cleaner [lacquer thinner, etc.] to remove residue; shoot with a couple of coats of Seymour "Cast Blast" cast iron (color) manifold paint. It is good for 1200*+. Install them after the paint dries then run the engine (or drive it) for about 30 minutes to cure the paint to a ceramic coating. The manifolds will stay that color for a long, long time.
The manifolds were bare cast iron when they came from the factory...except for some engine paint overspray and some rust that formed during the shipment to the dealer. Bare cast iron rusts quickly; you don't want to leave them bare.