the best option is to paint it while all the pieces are attached that way you can apply the same amount of paint specially to those tiny pieces . in my case some of the parts where detached already probably during shipping .

i didn't use clear coat . lacquer paint already give you a nice semi glossy finish and i didnt want to put an excessive amount of paint that can compromise the fit of the build specially in holes . but definitely you can replace a layer of laquer for a clear coat one if you already got a nice finish. or add it as a finish layer.