There exists some special enamel for light bulbs. Normally you can get red, yellow, green and blue enamel. In Germany you can get it from Conrad Electronics and Westfalia.
I would like to built a bigger version of this project with 230 volts main input and 4 sockets of the type E27. Coloured bulbs (230 V, 15 W) are a common item, so I would not need to paint the light bulbs. Has anybody designed a circuit design for this? I would try some triacs and a LC- unit to prevent electromagnetic problems. Of course the main PCB would need a power supply and there should be a fuse in the mains supply.