I have assembled and painted dozens of Skitarii. The one thing that I definitely recommend is to prime and paint the backpack and legs separately from the torso, then attach the legs and backpack before attaching the model to the base. It is annoying as hell to get the lining right while it is attached to the base. It is also annoying to get the shadows on the robes right with the backpack in the way.
AdMech is the most fiddly army to paint in
40k. Especially Dragoons. They really make you rage; ask for advice before even starting one of those.
I only drill out the Galvanic Rifle barrels. You only need a small divot, not even a hole. Black paint or wash does the rest.
Don't do drab Skitarii. They look best in flamboyant 18th century colors. If you want to add dust after the fact, use pigment color.
Here are some of my Tech Guard Auxilia:
Specifically, they count as Ministorum Priest, Master of Ordnance, Company Commander, and Colonel Straken.
As you can see, I went with sky blue and orange for maximum contrast. I don't wash the robes, though I do do some blending. This contrasts well with VMC silver and brass washed with Agrax Earthshade to give it a oily look. (I hate Citadel paint pots for everything but washes.)