I would not recommend painting over the lenses with a UV protectant. I would think that the protectant might harm the plastic over time or soften as the lamps are around heat. Earthworm brought up a good point about the covering taking a beating from rocks. If you get your lenses the way you want them I would suggest babying and buffing them occasionally with a plastic compound and or cleaner.

I can get all the pits out by wet sanding the lenses until they are smooth. I also go through different grades of fine sand paper and spend a quite a bit of time buffing them out. It's a lot of elbow grease but its well worth it.