Yeah, I've purchased all of my keshi from eBay. I've got like 17 of them. That's the easiest way to obtain them. I've seen Bomberman keshi before on Japanese markets like Yahoo Auctions Japan, but you'd probably need to go through either an individual who could purchase them and send them to you, or through some kind of online service that would do the same on your behalf. Either way, you'll be paying extra as the middle man will want a commission. I've never done this sort of thing before so I'm no expert.
As far as I'm aware, you could paint any keshi figure, but it probably takes some finesse. I've never tried. If I ever stumble into any explanatory descriptions on the subject, I'll post here about it.