IMHO lacquer’s not necessary over high temp brake caliper paint. The brake calliper paint you’ve used looks as if it has a gloss finish, so IMHO a clear lacquer won’t really make the cleaning process any easier. Also, if any lacquer you might use isn’t able to cope with the heat build up in the calipers through braking, then the lacquer coating might not be very durable.
I find the best way to keep the brake dust in check is to clean the calipers each time you wash the car. I use a soft detailing brush and one of my Wheel Woolies (the mid sized one seems to be the perfect size) to keep the calipers clean on my car and the brake dust comes off easily. I can get easy access to the calipers through the spokes on my alloys without having to remove the wheels from the car.