I've been using the Khorne brass etchings for my Banelord, and to answer your questions:
1. They take to priming and painting very well, although be sure to file down any sharp bits from when you cut them off the frame.
2. I've glued and painted all mine, so I'm not sure, but I do think they would look a bit out of place without paint.
3. Because the pieces are extremely thin, be careful to only use a tiny drop of glue. I've made the mistake of putting down too much and it come pooling out around the edges and makes a mess.
Other than that, can't think of anything. Good luck with the Blood Angels.
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