IF you like it, great. I wouldn't bother. Have to wipe them anyway. And just the ball/end of fitting isn't the problem for a machine that gets a lot of dirt work. The recessed zerks accumulate so much crud that has to get cleaned out or the gun fitting won't go on anyway. So for me, they's do little good - just something else to keep up with - I have to clean a lot of the fittings anyway and wiping with rag before attaching gun is just a good practice regardless. But for at least 1/4 of mine, I'm usually de-crudding the area with a small screwdriver first, so the cap wouldn't save much.
I would also guess if one must mark every zerk to avoid missing, he is putting very, very few hrs on the machine. It doesn't take too many times to "just know" where they are and have a good pattern to get them all. So if greasing is so infrequent that you don't "just know" where they are and it's like muscle memory, not sure that breaking out the manual or some reference sheet isn't still necessary. I also have several that any type of paint marker, sticky label, or whatever else would be completely obscured by crud. If I didn't know where it was and didn't know to hit it, painting it glow in the dark fluorescent green wouldn't matter - if it's covered in crud or on upper rear side of front pivot - that won't do much good.
Keeping spare fittings and the correct size box wrench in the toolbox would be far more beneficial to me. Forgetting to hit one is pretty unlikely. Finding one occasionally that no longer is willing to accept grease - more common.