Moscow says its invasion was justified by concerns about its security.
London's Metropolitan Police said three men and one woman had been arrested on suspicion of criminal damage and obstructing the highway.
The tyres of several vehicles were covered in the paint as they drove over it, leaving colorful markings along the road which borders Hyde Park and Kensington Gardens.
The group said the non-toxic, solvent-free and fast-dry edible paint was washable and designed for road art.
