+2 to that. But I have finally figured out what goes on with the brass cleat. If you don't put a little lube on it, it quickly gets a load of scratches on it from the harder steel of the pedal. Then you have dry, scratched brass trying to slide into the steel lock and the friction is horrendous. The lube minimises the scratches in the first place and makes them almost irelevant anyway.

Petroleum jelly works fine and is cleaner than grease.