You can paint the output transformers, they don't get that hot. I've done various treatments over the years, one of the more visually successful was covering the yellow wrap with leather. I've also used a little flocking kit you can buy at craft stores. You paint a base color paint on and then coat the wet paint with the flocking, which is puffed out of a bottle onto the surface.
Just be sure to mask the wires before spray painting, so you can identify them when you assemble the amp.
