You won't need to replace the rims - just have them painted or, better yet, powder coated.
You should be able to find a shop that does custom powder coating. The rims will need to be completely disassembled - rotors, bearings, seals, everything removed. They should then have the original coating removed, be lightly media blasted, cleaned, chemically treated, masked, and coated. This is what I do for a living.
There's an orange rim on my home page - Apex Custom Coating, Powder Coating, Media Blasting, Middleton/Madison WI
. They only come in silver, and I do them mostly in black, but occasionally will do them in other colors like orange, green, yellow, blue.
It's a lot less expensive than replacing the rims, but it's still not cheap to do right. Look for a place that does "custom" coating and not production coating like shelves, cabinets, chairs, etc. Production shops typically don't do well with small items like a couple of wheels. They are set-up for doing thousands of the same thing, over and over, and rarely take the time to properly do the detail work needed on critical items like wheels.