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Yep, don't be opening the system... Not fun to bleed brakes by yourself.
Use a coat hanger wire to hold the caliper in place, mask around a little, and paint it.
A very easy to paint your calipers is to pull the caliper loose, remove the pads and then remove the rotor. Now bolt your caliper back on the car, mask off with the areas you don't want to paint and paint the caliper.