In my opinion, using grease on change gears is not such a good idea, especially if they are, in fact, "changed", it makes a god awful mess, combining the grease with dirt, dust, and fine chips that inevitably get entrained in the grease, leading to increased wear on the gear train, plus making a nasty mess to be dealt with when gear changes are made, and the resultant mess is not easy to wash off, as with oil. I think a sticky oil such as way lubricant is a better choice for lubrication of feed gear trains, especially. The same can be said for the gearing in the lathe carriage, which usually attracts much more chips than the feed train.