After painting, make sure you wipe it down with a tack cloth to remove all the paint particles that did not stick to the surface. If you don't do that, the adhesive will stick to the particles and not to your PEI sheet. You can also use a sticky tape to remove the paint residue.
There are some Ebay and AliExpress vendors selling PEI Sheets in black color now. I just ordered a few to test. I am not fond of painting the PEI due to the hassle. Even when you think you painted all the surfaces, as soon as you put the sheet against a light source, you will see areas that did not have enough paint. I had to add light coats of paint at least 4-5 times before I was happy with the results.