I've done a few in the past and they are laid on hot pitch followed by a second 'overcoat' of stones to a depth of 1" and as Mick says it's for fire protection take them away you end up with fire hazard.
1st. Check with Building control [Refers UK only] the cover requirements.
2nd. Check with property Building insurance explain what you want to do as you may be contravening the cover removing the fire barrier stone layer from the felt roof.
3rd. You can get various coloured stone but must be max 3/8" min 1/4" to give maximum cover without voids and at least 1" depth.
Using large stones leaves expose felt voids.
I doubt the paint suggested by Mick would be fireproof or accepted coverage by Building control or the insurance company and may even enhance a fire.
Bob
March 2010