RE: i was told.....
I know some folks who do grease their dog bones (and I believe they use dust caps to prevent build-up), but I personally would not advise it. As long as you keep it clean (i.e. every five tanks remove the dog bones from the drive cups and clean it all out) there is no need for grease. WD-40 after cleaning it might not hurt. The whole idea (as you probably know) is to ensure there is nothing that would affect the mesh between the dog bone and drive up, causing friction.
Thanks