The grease for threads was requried with the older variants. The latest filter assemblies finally have the cases machined in such a way that thread grease is an option.

As long as they are tight they will work fine.

The big item in the jetcat filter is that the inner filter assembly is set in the housing such that it sits flat and does not extend above the filter housing. This is accomplished by installing the filter assembly inside the main housing and then pushing and ensuring the filter is installed to a point where it is level with the top of the filter housing before installing the main cap assembly.