I attempted this myself. I painted everything but the rear diffuser. Ultimately ended up with a Clubsport rear diffuser and side skirts.
Currently the only thing I still have on my car that I painted are the front splitters.
Here's a pic, sorry for the quality:
What I did was used an orbital sander with 400 grit and sanded off all of the texture. Followed by 600 grit. Rubbed down using a red scotch bright pad.
Then used a tack cloth to wipe down, followed by wax/tar remover and then adhesion promoter.
Sprayed down using a SEM high fill/build primer (per can instructions).
Sanded down smooth using 600 grit then followed up with a wipe down using a tack cloth.
Then put down the color followed by 2k clear coat.
Once everything was fully dry (48 hours) I carefully sanded using 1000-1500-2000 grit sand paper, followed by compound and then a polish.
This was all fairly easy; but like I mentioned I didn't do the rear diffuser since that would have been a huge PITA due to the curves and honeycomb parts. Was less headache just to spend the $300 for the Clubsport diffuser.
I think the fog light grills would be much easier since they don't really have any texture you won't need to mess with the orbital sander part. I haven't got around to that part since I'm not sure I want to do that with my unpainted grill.
I will probably end up redoing my front splitters since the base coat I used was some shitty gloss Rustoleum. It's not as glossy as I would like; but that should at least give you an idea of what's involved.