You can paint them if your wish. Use a high temp paint. I understand that paint ment for barbeques works well. You can also find paint ment for brake calipers that will work fine on rotors.
If you do intend to paint them, do it now before the rust gets any more involved. Try to keep the paint off the friction face although a little will not hurt.
It is too late now, but you can sometimes buy new rotors that have been cad plated that will also resist rust.
