I don't know if the reply below was in jest, but one does not use any kind of lubricant on blocks; that would defeat the accuracy that you are using gage blocks to attain, in fact they need to be scrupously clean to avoid damage to them when wringing them together, and should not be left wrung together for long periods to avoid damage when taking them apart.
The square blocks are called Hoke blocks, after Col. Hoke U.S. Army, who designed this type around WW-1; the main atvantage for them is that they do not need to be wrung together, as they use ajustable rods and screws to bind the stack together, and being square there is more stability. There are many attachments for them, as for the rectangular or Johannsen type blocks, so that fixed gages and height gages may be created for specific tasks.
The Johannsen gages were brought from Sweden to the USA, and were the foundation for Henry Ford's interchangable parts, and Ford eventually manufactured them for sale with the distinctive Ford logo. I have both types in 81 block sets, but do not use them much, but they are handy when you need a really precise measurment, or to set a sine fixture.
Gage blocks should be coated with a rust preventative when not in use; Starrett sells a spray can lubricant for this purpose.