I paid around £250 for a VW body shop to spray up an R32 bumper, as a rough price to beat. I would imagine a local paint shop will be less.
As for removing the splitter, it's just a case of removing all the torx screws that hold it to the front bumper, there are quite a few but it's similar to removing the engine under tray.
For the side skirts and splitter being painted, I think a lot of people use very fine sand paper and "flatten" the textured plastic then use an extra layer or two of primer and paint to really make them smooth. You could source some used R32/E30 side skirts and re-paint them, it's slightly less work but a bit more expensive. Also keep your eye out for an ED30 splitter, much better look to the front end and again, a lot less time to prep and paint.