Installing a cog on hub

Grease the threads? I had never bothered before, but I greased my threads when I got my new hub. Subsequently had all sorts of trouble keeping everything tightened so I have since wiped it off as best I can. No trouble now.

Until it is time to change the sprocket - mwahahaha.

I use that thick finish line anti-seize grease which is like copper paint. Never had any slippage issues that weren't down to inadequate tightening to begin with.