Any good grease or just way oil will be fine. You don't need an EP grease for that cause it doesn't see high loads. It's just an adjustment screw, the gib should be properly adjusted to take up the load.
I would recommend Super Lube also, it's inexpensive & it's a pretty good general purpose grease. I use it a lot. You can even buy it at Harbor Freight.
I think the last time I lubed my boring heads I used Gleitmo 585, what Bison uses in their chucks. Not cause I thought it would be better, only cause I had it, I used very little. I don't recall my Criterion or Yuasa boring heads having grease on that part though. I did buy them used but I figure if they did have grease from the factory I would at least see some trace of it.