As you can imagine, I carefully worked out the positive/negative order in which the magnets needed to go. I then used PVA glue to bed them in and waited for the whole thing to dry. I then went to build my lovely laser-walled compound and found that I had half the bloody magnets in the wrong way round!
That meant working everything out again, then popping the upside-down magnets out of the back support and then re-siting them. Whilst I was doing this, I discovered that PVA glue isn't strong enough to hold the magnets in place: you need superglue for that.
So I then re-sited all the magnets using superglue, only to discover, to my horror, that in the process I had, yes, you've guessed it, reversed some of the magnets...so I now had a number of joins in my compound wall that actively pushed each other apart! And the magnets were superglued in.
I now discovered a use for an old pin drill: popping magnets out of the frame backs: a quick tap with a hammer did the trick, although you have to be careful where the magnets end up, as they are quite small!
One other thing you have to be careful of is that there is not much tolerance for anything sticking out into the groove the plastic laser field sits in on the frames. If a magnet is not flush to the (inside) frame, or there is a lump of dried superglue impeding the groove, those lovely chunks of plastic will not sit right. It took me about an hour to carefully clear each groove (for that read angrily chop at them with an old scalpel and the aforementioned old pin drill) until the plastic at least went approximately in smoothly.
Now that I had the raw compound built and successfully sitting together, it was time to paint it. That was easy: a quick spray of grey undercoat and then a dry-brush in a lighter grey.