Can you paint in-wall heater vent covers?

It probably isn't a good idea. The factory puts a coating (and it may be paint) on the heater when it is manufactured, and that should be it.

Painting the heater will cause it to give off some "fumes" from the paint the next time it is used, and for a number of times after that until the paint fully cures. And it's not a good idea to be breathing that stuff. As bad as a finish on a heater might be, clean it and call it good. Painting could expose you to some bad news.