Wheel bearing grease will become hard and waxy when left exposed to the air and will pick up grit which will cause more wear than running the cylinder dry. The cylinder locking notches don't really "need" any lubrication and when run dry don't add any drag to the cycling of the gun. The bolt that drops into the notch will become polished smooth in fairly short time and friction will be minimal. I would just keep a drop of oil on the pin the cyclinder rotates on and on the internal parts. While grease may sound like a good idea in practice it causes more problems than it solves.
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