On Lee collet dies, there is no need to lube. On the calibers for which they do not make collet dies, I partial size and use mica as a lube. It is less messy, and just takes a dip of the neck into a bin of it to lube. Of course for my Browning semi-auto I would full length resize, but it likes the Federal Premium 165 Sierra so much that I (horrors) buy it factory ammo.
mike