In reply to AP Melbourne:
As already referred to, stainless steel galling, also called cold welding, is a common problem and is often solved by using specialist pastes.
A wide range of lubricants will work but the pastes are useful because they tend to stubbornly remain on the material even in difficult conditions and are fairly idiot-proof. They can bring their own problems, not least the tendency to collect debris which subsequently obstructs fitting of the fastener.
If you intend to use a locking/sealing adhesive on the fastener then a separate liquid or paste lubricant should not be used as it would affect the properties of the adhesive. In this case, one chooses an adhesive that sets slowly and also has a lubricating property.
There can also be situations where a solid lubricant might be appropriate. Nip down the supermarket for some Talc. Yes, powdered rock. Talc can be difficult to use but will lubricate while not detracting from the properties of lubricants or adhesives used at a later stage.
And if you think stainless steel is bad, try Titanium! Dreadful stuff.
Post edited at 14:45