I had a chain fire with my ROA today. I was using it to its full potential and loaded it with about 40-45 grains of power, then seated the ball over it and capped it. I didn't use any grease over it or anything. It was a bit scary, but nothing was damaged and I was fine. The cap from the cylinder that fired blew off and poked my hand, but I an uninjured and the revolver wasn't damaged either. It still shoots fine.
I will admit that I have shot hundreds of shots and have never had this happen, I never use grease because it takes forever and is messy, but it it certainly the safe way to shoot these things. Thats basically the point of this post, You will get away with it for a couple years like I did, but eventually it will happen if you don't try to prevent it.
On a positive note, I outshot a friend who has a brand new glock with my ROA