One thing to avoid is the semi-popular idea of using oil instead of grease. The theory is that if oil can protect engines from metal transfering between parts that are moving quite fast and under a lot of heat and pressure, it ought to do a great job on a break-open gun. I posed that question to Krieghoff International a few years ago and was told that oil will not work on a gun because in engines, there is an oil pump that constantly flushes those moving parts with filtered oil. There is no pump in a gun, so the oil film that you put there eventually wears through.
For what it's worth...
Ed