Truth is, steel rims will always be like that, i bought 2 pairs that looked like new, 2nd season in, rust is already showing on the outside.
I would not waste money on it and try to do it myself, clean with wire wheel, remove paint with paint stripper, use something to remove the rust, if any, and treat it against coming back.
After that should be just primer + paint.
You can get them blaster, but if there are any imprefections caused by rust, blasting wont do anything, neither will powder coating it, you could be just better off buying a used pair in a good condition.
I even tried applying some oil/grease to mine when i got them, as they were pretty nice, to try to make them a bit more rust resistant, but still they only survived until end of 2nd season.