On an economic storytelling level, HBO’s terrific and delightful new documentary series, “Painting With John,” begins with a brilliantly simple and effective little riff. Starring renaissance man John Lurie—a renowned actor known for his work in classic Jim Jarmusch films, a musician, filmmaker, author, poet, and now, mostly a painter— who stars, writes, directs, and produces the entire endeavor, “Painting With John” immediately deconstructs the myth of Bob Ross, the famously soothing and gentile 1970s/‘80s television watercolorist who brought the joy of DIY painting to the masses and into homes across the nation, and of which Lurie’s show most resembles on the surface. Not everyone can paint, says Lurie, obliterating the fable gently, “It’s a lie.”