Funny you should mention... I just got finished spraying my front turn signal lenses off my 97 LS.
Anyhow.. there's some bad news.. the 98-01 lenses cannot be modified to fit the earlier 94-97 front bumper. I hope you're able to return them for the right ones.
The paint you want is made by Krylon; it is part of their brand-new "Stained Glass" series. The orange color of the cap is not totally transparent, but the paint is.
Mask the backside of the lens housing really well, and BE SURE THE LENS SURFACE IS IMMACULATELY CLEAN. Use paint thinner to wipe down the surface to be sure no road oils or other shite is on the lens surface. Then lay down 3 fairly heavy coats, waiting 15 mins in between.
Otherwise, it's a simple job. The only thing that was difficult for me was finding a shop that sold the paint.
Good luck.