You want to use a high-heat primer so that it can withstand the repeated thermal expansion as the light heats it up. Normal paints will crack and peel off because they become brittle when repeatedly heated.
Just primer should be fine if the piece won't get much water slashed on it. Apply in multiple, thin coats rather than one thick coat to ensure that all the solvent has evaporated between coats. Trapped solvent in a thick coat causes bubbles, craters (especially when heated), and generally lowers adhesion because the paint underneath the surface isn't "cured".
When prepping the metal, sand away any rust and round off any edges. Wipe clean with clean dry cloth and degrease with brake cleaner. If you can hang it on a hole, it makes painting and drying easier and faster.
Finally, make sure the air temperature is warm enough...check the can label for minimum temperature, usually at least 50°F but some are up to 70°F. When I have to paint on a cold day, I position an infrared space heater to warm it after each coat. An infrared thermometer will help you get the right surface temp by getting the right distance from the heater...they're cheap and very handy.
Hope this helps!