It is something I definitely wouldn't do.... (Though I know some fitters do it to try and hold them in place etc. and some misguidedly think it makes them seat easier.)
Originally RTJ's were used at modest temperatures in oilfield service, but have also been used at high temperatures. There have been instances with high temperature RTJ's in refinery services, where that grease has decomposed at temperature, and evolved some chloride products which have then led to chloride stress corrosion cracking in the bottom of the RTJ grooves (which see some tensile stress etc.). As you might imagine, fixing that isn't exactly a quick and cheap repair....
