Yeah, there are a variety of heat+oil tricks to do it. But it's completely period to paint the helms as well. I think this was done quite a lot, actually.
To get a period look, it just needs to be a relatively flat (matte finish) paint. Acrylics have a great look, but they're water-based (and thus wash off too easily) and also scratch and scrape off very quickly. So you can get away with a spray-paint, enamel, or some sort of oil-based paint, but I would recommend going over it with a matte-finish clear coat if you do that. I'll help protect it against wear, and dull the shine too.