You can paint over the millscale but you still need to roughen the surface, and clean off any oils or dirt.
The one mention I will make for cleaning the millscale off (it’s a pita to do so, FYI) is that the paint finish will be ever so slightly better.
I would say use this as a test... if you are grinding the welds for asthetic purposes, clean the millscale. If you don’t grind the welds, don’t worry about it.
Cleaning the millscale is cake with a stripping grinding pad, but first clean the surface with a diluted degreaser and green scuffing pad, then wipe with paint thinner or something. The stripping pad works 100x better if the metal doesn’t have oil on it.
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