You don’t override OnPaint, you override NativePaint. See the UPROPERTY specifier called BlueprintImplementableEvent? That means this is a Blueprint-only function that cannot be implemented in C++. NativePaint is the C++ equivalent.
In general with UE source code, when you see a function DoStuff that’s a BlueprintImplementableEvent, you’ll likely find another function called NativeDoStuff which is the C++ equivalent. If DoStuff is a BlueprintNativeEvent, the C++ equivalent is called DoStuff_Implementation.