I'd try grease. If the threads are dry, you won't be able to get the bolts tight enough and they'll loosen. For some reason, cleat bolts tend to be particularly prone to binding if they're dry. When that's the case, the bolt locks up against itself without ever really tightening down into the shoe. A couple of jiggles and it'll come loose.

So use plenty of grease and be careful not to tighten too much. They're also easy to strip.