I posted these same concerns a month ago when I began casting with WWs. I found 1/2 to 3/4's of my WWs were painted so I really hated to have to sort 'em.
As it turns out the painted ones are OK. Just stinky as heck - smelt 'em outside and cast 'em into ingots. I've cast bullets with 'em and so far the only peculiar thing I'm noticing is the ingots and bullets have a "galvanized" appearance. The molds fill out just fine, the bullets are shaped and weigh just fine - so I don't think it's zinc. They just look "flecked" like a piece of galvanized sheet metal.
I would describe my bucket full of WWs as being divided into 3 categories. Dull gray and dirty, Painted and somewhat clean, and shiny-but-not-painted. I think the shiny ones are just newer and I use them too.
Someone has said to avoid old ones that do not tarnish - they're the ones with zinc.