The recommendation from Salvo is DO NOT lube the orings.
More chance of attracting something to the oring.
Certainly never lube the test tube orings on the HID's as David said, they will cause the test tube to pop off as it gets hot and the air expands. If your in the water when this happens, you are gonna be very unhappy.
FAQ here.
Salvo lights / torches : FAQ
HTH