Hi!
I haven't done many customs myself either but hope I can help you even a little
I paint my customs before rehairing because I'm sure I would mess the hair with paint if I did the other way around
But I don't know if it is the right or best way. I use wire and I haven't damaged the paint with it at all but I don't know what could happen with rerooting tool.
My first customs are sticky too because of the paint I used in them
I only had artist acrylic colours and they wasn't suitable for painting plastic...
Anyway, maybe you could try and cover your sticky ponies with some clear lacquer? That's the best advice I can give but someone may know better
I'm looking forward to see your custom ready!