I had the parts media blasted to remove the rust and then I sprayed them with primer so the bare metal wouldn't rust again.
The pieces are now in gray primer, they will later be sprayed in red, to match the seats, the headliner, the carpet, the dash..everything really!
Unfortunately one of the rear pieces was rotted beyond repair. I don't know if the guy at the blasting gun was too motivated in removing the rust or if it couldn't have been done any better, anyway the piece that goes under the rear window now has quite a few holes in it. I decided to prime it, although I will be looking for a replacement.