both my PC'a case and PSU are painted so I don't feel like provide a proper ground for me when working on my PC. I've heard that you can ground yourself by touching the screw on a outlet cover. Is this true?
Even through your case is painted, there are screws that aren't. You really don't need a perfect ground to discharge static. Static wrist straps have a resistor built into them to prevent shock.
Also, could ESD that's not immediately apparent cause a drop in performance, like lower FPS?
Unlikely. That is way too specific an issue. If you said you had BSOD, or lines on the display then MAYBE but still unlikely. Unless the air is VERY dry and you ignore ALL ESD precautions, the probability of damage is low.