Hello Craig.
My grill is aftermarket, hence it might not be constructed the same as OE. So this might not apply. (Haven't seen an OE grill in years.) I removed the grill and disassembled it completely by drilling out all the pop-rivits. This left me with the egg-crate portion (which is not steel - some kind of alloy, pot-metal looking material), the aluminum center strip and the stainless outer frame. The egg-crate portion I literally soaked in really strong paint stripper till all the paint fell off. A bit of filing and sanding followed, but not much. I am afraid that sand-blasting will eat it up. I sprayed the egg-crate with Krylon Semi-Flat black. The outer frame, which is quite fragile by itself, I simply cleaned up. The H-channel center strip I hand-cleaned and removed the silly cloth insert and after masking this portion, I sprayed with a rubberized black rattle-can finish to mimic the cloth look. Pop-riveted the whole thing back together. Took an afternoon to accomplish this all. It is a good idea to use new nuts when re-installing. I keep all the little retaining nuts lubricated with a spray lube to keep rust at bay. All the aftermarket grills are made just north of you and are flimsy at best. Keep your OE if you can.