Paint + Internal Engine Parts = Big Disaster!
I honestly don't know if the power coating will harm your engine, but it just seems very awkward to me to have paint inside!
I would try to get them to redo the valve cover for you.... If not, maybe use some mineral spirits to clean out the inside, THOUROUGHLY clean it, then reinstall... BUT THAT IS JUST MY IDEA! DO NOT FOLLOW IT UNTIL EXPERTS CAN CONFIRM THIS!!!!! I AM NOT TELLING TO DO THIS!!!!