Most people I've seen tend to paint over the canopies. I personally keep them clear and paint the models inside. It does make for extra steps though. To do this, you need to finish the whole model without the canopy glued on if you intend to clear coat when you're done. (or painters tape over it when you spray)
I haven't done my hellions yet, but I did glue my jetbikes on before painting. It isn't too hard to cover the flying stand with painters tape before spraying.
Similarly on my jet fighters, painters tape kept the clear stand safe while I painted the base.
Key is to use painters tape, not masking tape. Masking tape won't get the same seal, so some of the spray could bleed through. This wouldn't be a huge issue for the clear coat on the bases, but is a bigger issue if you're using spray paint for the base coat on the model.
I have historically left the clear bases clear, but if I had it to do again, I would base them like the rest of my army. I have one raider that the base broke, so I had to do this, and I'm really pleased with how it looks.