First off....no, I have not done this.
The dipsticks (oil and transmission), and the brake fluid resorvoir cap are all hard plastic. This means should should be able to clean them with some strong degreaser, then paint with self etching plasitcs paint. That is, unless you want to try replacing them with ones that are black or something.
The oil filler cap is yellow, but I assume since you left it out of your list that you are either replacing with an after market cap, or AOS cap?
The caps on the coolant over-flow tank, washer fluid tank, and power steering tank are all made of softer flexible rubbery plastic. Painting these is not going to work so well, as the paint will likely crack when you open and close the tanks. You might be able to die them, but I doubt it. You might be able to replace them with generic parts from your local auto parts store like the ones made by Dorman