The headlight does have to come apart. I did mine when I decided to black out the chrome. So you just put the headlight in an oven at 225F for 8-10 minutes and pry them open. There are plenty of DIY's on that portion, it's easier than it seems. Just make sure to remove all screws before hand so you can get them open.
So I started out just wanting to paint them
And since they were apart, I replaced the OEM projector lens with the TSX-R lens
To do that, you have to remove the projector itself from the light. This part is really easy since it's just 4 screws. Then once you remove the lens, you're left with this.
Then you remove the cutoff shield itself. There's just one screw on the bottom holding it in, remove that and it slides out.
Final step is to remove just the shield as you don't want to paint the plunger since that is a moving part which turns your high beams on. Then paint that w/ engine paint or other high temp paint. This is probably the hottest part of your headlight since it sits 1.5" in front of the bulb.
Then reassemble everything. The magnification of the projector lens is what makes such a small red piece result in the entire lens reflecting red. Light output is not impacted. It's sort of cool pulling up behind other cars and seeing the red reflection in their paint. Makes the car look more aggressive.
The process seems intimidating, but it's really not. I probably had an hour of work in each headlight all in and that includes painting the housings, swapping the lenses and painting the cutoff shield. Getting the headlights out probably takes more time since you have to pull the bumper. Any headlight shop can do this as well.