You lay a chemical trap and they will put you UNDER the jail. Threaten them and its a cell. Call the cops everytime you see them. You may even be able to get them to set someone up in the offices there when they can spare someone. Start a log as to the times etc that you see them and see if there is any pattern that the cops can work with as well.
Otherwise, explain to the landlord that you want to paint the skylight. Most leases allow for minor alterations without penalties as long as it doesn't make the unit unrentable down the road. Just get it in writing that he-she doesn't have a problem with it.
You might want to get the other tenents together and save some money for a painter. You can't paint the glass with just any paint and probably don't want to deal with it yourself anyhow.
Or another idea... HOW are they getting UP there to start with? Can that be fixed so they can't even access the roof anymore?!