A good place to use what you call antiseize(microballoons suspended in a lube) on a new engine is on the threads of the very hard steel body of the glow plug,and the very soft body of the aluminum head,which helps to avoid stripping the head threads if you get enthusiastic when tightening the plug.
You can get loctite at any auto supply place,and most hardware stores too.The above is correct...DONT USE THE RED STUFF!
In addition to the actual mounting hardware,any bolted connection on the muffler body will eventually work loose and should be treated.....a good example is the rear body cone on the OS LA series mufflers held on by a single nut and long bolt.Lose this nut,and you lose the rear body of the muffler and its new muffler time.
Bart,s rule always applies too,and states that if anything falls off the model in flight,it will always happen over the deepest, densest, farthest away,most infested part of your flying area,and will immediatley be snapped up by the lurking parts monster to feed its young, and will never be seen again!