I did it on my TJ but not on the armor. My armor has a slightly textured powder-coat which means the vinyl wrap won't adhere to it nicely. It should work fine in your case though.
Me neither, that's why mine are powder coated black.
Of course now I want them body color so I decided just to paint them to match with the vinyl wrap on the rest of my TJ. I would wrap them, but the wrap as I said won't stick to a slightly bumpy surface.