How come whenever I see people painting headlights/taillights they have the whole car masked off?
Wouldn't it be easier to just remove the lights for painting, plus less risk for overspray?

Yeah I did that the second time as i needed to take the lights out to remove the old tint without the risk of damaging the paintwork. It was actually a lot easier than I realised to remove the headlight unit and was much easier to do the job that way!!