You do not HAVE to, but I recommend that you do. It helps keep the fouling soft and, I believe, from building up as quickly. Many commercial lubes will work well, but I use "moose milk". It is a 50/50 mixture of water and water soluble machining oil. Turns milky white when mixed, thus the name. Just use enough to barely soften the cushion fibre wad a little. Too much and the wad comes to pieces when left for awhile before use.
I suspect it helps seal the bore from the hot gases behind it as well, thus improving patterns. Many times when hunting I just put it in my mouth and moisten it. Good luck.
Stan
