Baking the lights isn't too bad. I haven't done Z headlights before, but I put halos in my last car and opening them wasn't bad. There are a couple DIYs on the forum. I didn't paint my last set, so that is new ground for me.
I am using this clear. Just says clear UV protectant. One review on Amazon said they were unhappy with the clear because it came out flat not glossy.