There used to be a glaze available from theatrical supply houses that allowed you to dip light bulbs. It is terribly expensive, hard to find and a mess to use. I believe it is made by Rosco. You would do better to go on Amazon.com or google search for red light bulbs. It would be cheaper, easier and more dependable in the long run.
There is a Cal-Ranch near us that we get our red bulbs from they are only 3-5 dollars they aren't that much. Every feed store should have them right now because of all the chicks. I don't know if this is safe but you could try and paint them with that kids paint that is dry and when you get it wet it turns into paint. That would be the lightest type of paint.
You can find lightbulbs in red in pretty much all possible wattages if you look around enough. (Make sure to scan the ENTIRE lightbulb display in a store, the shelving/organizing arrangments are sometimes rather odd). Don't ignore the floodlight-shaped bulbs either.
If worst comes to worst and you want, say, a 100w red bulb and can't find one, wire up a second socket and use a 40 and a 60w (or two 40s, or two 60s, depending on what wattage you exactly want and what bulbs you can find)