there is no mention of greasing/lubricating the threads other than the generic copypasta disclaimer about galvanic corrosion which doesn't apply to me because i'm not in a salt water environment and the brake shoe bolts/nuts have matching materials
https://www.campagnolo.com/media/files/035_37_Technical%20manual%20-%20%20road%20brakes_%20Campagnolo_Rev03_05_18.pdf