Another trick I've used to remove a stubborn bayonet-base bulb is duct tape. Tear a small piece and wrap one side of it tightly around the bulb. With the majority of the duct tape between thumb and forefinger, push in on the bulb as you twist. It also protects well against a bulb globe that gives up prematurely. But, I like the tubing suggestions above, too.........I just have ye olde duct tape available in my tool box more readily than an appropriate size diameter of tubint. All good.
The lamp housings are blackened die cast metal. Simply wash any crud from them, and then mask/paint or brush paint them flat black to freshen.
Re the green (if that's your tower color....they came in silver, yellow, and ????) tower, there are several folks who offer excellent paints for Lionel restorations. Check Hennings.....I believe they have a great line of paints. Also Charles Wood TrainEnamels, perhaps. OTOH, I'm sure there's a close facsimile among the more commercial brands/availability.....if you're not a picker of nits, of course.
The pairs of lamps are wired in series. Therefore, if two connected bulbs are out, only one of them may be the culprit. Sometimes the usual telltale....blackening inside the bulb globe...will give you a good clue as to the guilty party. If not, try replacing one bulb at a time.....it should work.
BTW, you can remove all of the electrical parts....connectors, brackets, center rod, etc., etc., in order to give the tower a thorough cleaning/re-painting....I've done it at least twice (silver towers). However, when you re-assemble the parts you must be sure to have a good tight fit between the Fahnestock connectors and the tower base and center rod. Fresh connectors may be necessary if the biting portion of the old connectors is ruined beyond repair in the original disassembly.
It's actually a fairly simple accessory to restore to excellent appearance/operation. And, believe me, there are a BUNCH of them out there as candidates!!
FWIW, always....
KD