Do you want to paint them in place to avoid the work of removing and reinstalling??
I suppose you could sand them, then brush or roll them in place.
Personally, I think the removal and reinstallation will be less work than the clean up after sanding, if you leave them on the pool.
I would remove them, sand, treat them with a rust neutralizer, then prime and spray paint, (both sides) and reinstall.
The quality and life of the job will only be as good as your preperation, so the extra elbow grease now, will give you more years without having to do this again!
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