CDC's headlights are one offs that use jaguar headlights. they are not factory housings at all. i would suggest getting a cheap headlight on ebay, and try it out on that one first, before you have to spend a few hundred on a new OEM headlight....they are not made to come apart like you might think. you might be able to contact a company that remanufactures headlights, called RPW. they might be able to remanufacture a set without the front cover on there, so you can paint them.....
Actually I contacted CDC and they said they are working on making the headlights street legal so they can come out with a kit similar to what they have on their cars now. I have been toying with the idea of doing something similar, but you can buy a set of headlights off ebay for around $200 and play around with them if you want.