Fascinating! I think it's interesting that they are painting the Winter Palace blue, since according to the Hermitage's own website, it has never been so. Personally, I've always liked the green. It helps tell the Winter Palace apart from the Catherine Palace for those people who aren't as observant as they should be. The new blue will contrast nicely with the yellow of the General Staff building, though. Honestly, if the WP was painted its original yellow, I think that would be too much for Palace Square.
Back to the Catherine Palace, I think somewhere I've seen a painting of the palace dating from Elizabeth's time and it showed it blue. I'll have to track it down.