I agree with Dartman, I'll be totally surprised if someone can provide documentation that brake drums EVER were painted at the assembly plant. That's just way too much time and trouble.
I believe you can buy a natural looking cast-iron grey paint, typically used on exhaust headers to keep the surface rust at bay. Even a flat clear paint, assuming you could find it with a temperature rating to tolerate the heat would do the job.
If you want to maintain "a" factory appearance I think those are you options. If you want to maintain "The" factory appearance, you need do nothing and just let the drums rust.