Did high temp burnout, now have...

FWIW, as of late I have been seasoning my CI with Flaxseed oil. (Well, more like just adding a thin coat when hot). It leaves a great looking finish, not sure if it's any more durable other than what I've read. 

I have a vague recollection of my high school chemistry. Right after you did the burn off, there should not have been any rust. The high heat drives off the oxygen in the rust. But (again, from a very fuzzy memory) the heat treatment causes the iron to form rust more easily.

For the daisy (I've done this), re-heat, and cover with fat (I've used tallow, Crisco & chicken fat. the chicken fat pooled un-evenly, and I had an uneven surface,) and re-heat again. Season it just like any cast iron. I've used a Rust-Oleum black oven paint on the outside that has resisted pretty high temperatures. You might add that, but with a good seasoning, the paint won't be nearly as necessary.

Would not use the paint on the grill, either. Frankly, I wouldn't do anything except scrape off any loose bits. There might be a small difference between how hot iron-oxide conducts heat and iron, but I doubt it would be noticeable. More sticky than a smooth grill. I loose little shreds of chicken that burn onto my crusty grill. I guess the Michelin guide won't list my backyard as a destination.