This sounds like a silly question, but what is the best way to paint new lugbolts? I had to buy new ones because the previous owner of my R53 put aftermarket rims on the car that also required different bolts. I'm going back to OEM wheels, but the new bolts are cad-plated or something because they're silver instead of black. How do I paint them so that the impact socket at the tire shop doesn't immediately take the paint off again?

 

I would buy new black lugs instead of trying to paint silver ones.

 

I would advise ordering new ones from here https://otisincla.com/ . Painting them can work, but not long term.
To paint them, sand them well with something that isnt too aggressive, like a 320 grit sandpaper. Clean them well, and then get a box and cut small 'X's into it and insert the bolts into the 'X's to spray them. This prevents needing to tape them and makes it easy to get all the sides. I used a Rustoleum hammered finish paint on mine so it would match the bespoke finish on my wheels, but any engine enamel would work well too.