Well gears should probably not be run dry. Think of them as the same as gears in a car, should they be run dry? NEVER. If you have the plastic gears, the only plastic safe grease is 100% silicone divers grease. The silicone grease from the store is only about 10% the rest is petroleum base thickener.
After using it on my steel gears for a while, knowing how costly it is, I just decided to make grease shields, cut from a sheet of 1/16 tin or aluminum. And after that I figure you can use any grease you want.
People recommend everything from silicone shock oil (rc hobby car shock oil) at the "thick" viscosity, to white lithium rattle can (i ttried that but it turns into powder after a while). To regular car wheel bearing grease.
I'd say use the silicone shock oil, or automotive CV driveaxle grease, both would be proper and effective. I tried using lube without making the gearbox shields it was a mess, now i make the shields in 5 minutes. The sheet tin or aluminum can get at lowes, or the hobby shop, just cut and bend by hand.
Here's someone else's work, they just used, I guess, copper sheet or bronze, if you bend it so that you can tuck both ends under the gearbox housing they will usually stay put.
I think I remember reading the plastic gearboxes have a slipper clutch setup but never having owned one I can't be sure. But if they do that'd be a place to start looking.
