I get to look at a lot of steadies and if you use general purpose grease ( which I have done in the past), you need to wipe the old stuff off the threads first ( wire brush then brake cleaner) as it will have collected all sorts of 'stuff' off the roads including grit which when mixed with grease makes grinding paste. The threads are quite coarse and a square profile so will survive a lot of abuse, but why push it..1. Grease
2. It stops the threads rusting, and makes them smooth to operate.