Black xenon mod you say? I remember there was a guy on here who had blacked out his grille and painted the inside of his headlights, looked very nice.
In terms of spraying the chrome grille bit, remove it from the actual grille, sand it down good and proper (if you want the paint job to last), spray with grey primer, and put on a few coats of matt black paint. It's also a good idea to give it a very quick coat of lacquer to preserve the finish and protect the paint.