Originally Posted by Milt Hathaway
Oh, wait, read that wrong.
I suggest grease, not oil. Lithium grease is good, axle grease is ok.
However, if you have "having trouble" with screws like that, I recommend a tap and die set to clean up the threads. Screws don't normally need lubrication.
Good luck finding taps and dies for 4mm threads! If you know of a source, let us know, because cleaning up threads like this is a good idea.
Otherwise, any machine oil is good for tuning bolts - motor oil, gear oil, lighter grades like sewing machine oil and greases are all fine. However, they will cause your tuning bolts to back out more easily.