Like undercarriage, machine guns, bombs, missiles, rockets, fuel tanks and the other plethora of items carried by aircraft are just not designed to by continuously bumped during late stages of painting. As such, I always make them up separately, paint them and leave them off until final assembly. The pylons etc that carry them, however, are different - as they are essentially part of the aircraft, and (usually) painted the undersurface colour, I always put these items on after the model has been filled and sanded. Just be careful with them!!!