An interesting aspect of this subject is how many different techniques (or at least descriptions) are used to adjust headsets. I assemble and adjust my headsets dry because I find that a greased HS masks subtle irregularities and interferes with precise preload adjustment. Simply mark the optimum position (according to one's preference) of the adjustable cone (with tightened top-nut of course) disassemble, grease, then reinstall to marked adjustment. With loose balls, a very small dab of grease may assist an unsteady hand.
Jack Romans
Sacramento, CAlifornia