I use grease one any metal to metal interface. It is how my mechanic father and grandfathers taught me to work on anything.

I have also never had a problem with none greased or greased tapers, they all take a puller to remove later. But then again I have never had one slip with grease?
One thing to think about is where you put grease dirt will collect. So if you do use grease make sure to wipe off any that ooze's out.