Painted some of ours with two-part epoxy which certainly extended their life considerably. Don't cover the warning panel though or you may have trouble refilling them! They were the USA tanks and we were able to keep them in an excellent condition for seven years when we swopped them in for new ones...
I enquired of a well known Calor agent in Southampton. The suggestion was that they should be varnished before fitting. So how do you fancy dangling a wet, freshly varnished gas bottle from the rigging during your holiday? Why the suppliers don't use rust proof construction, I don't know.