You'll never find a new freewheel that comes from the factory packed with grease. Working in a bike shop in the '70's, we used a Stein grease injector tool on a few freewheels, having made the common mistake of thinking that, since all the other ball bearing assemblies on bikes require grease, therefore, freewheels require grease. And, after all, the tool exists to enable the injection of grease, so it must be a good idea, right?

Unfortunately, New Haven winters get to be cold enough to cause grease to thicken to the point where the tiny springs are unable to push the freewheel pawls through the now-gummy grease, rendering the freewheel inoperative. All it took was a few unhappy customers with damaged freewheel pawls for us to figure out that using grease in freewheels was a bad idea.

In other words, don't grease freewheel innards. The exception, as noted earlier in this thread, is the use of a small amount of grease during freewheel overhauls, to glue the inner set of bearings in place and to glue the pawls down to facilitate reassembly. Once it's reassembled, best practice is to drip light oil in until the grease is gone or at least thoroughly diluted.

Edit:

Thinking back, I remember that the thickened-grease problem was not initially obvious. Customers would drop off their bikes, complaining about the freewheel no longer working after we'd injected the grease, but then the bikes would sit around for hours or even a day or two before we'd take a look at them. By that time, the bikes had been stored at room temperature long enough that the grease had ceased to be gluey and the freewheels were working perfectly.