I would say I don't actively grease those gears. But I also don't use them often. I have a two speed motor, so in low I can run slower speeds. Not as low as all the back gears, but fairly slow. In low I lose some HP from electric motor though.
I do believe I put a thin amount of grease on. Mostly just to keep gears with a slight glazed look, as rust preventative. Not enough to sling all around though.
Geartrain at end of headstock I grease a little more though. That slings a little bit inside gear cover.
Another thought, what do you use for lube inside cone pulley ?
I ask because I just ran a test run of all lathe speeds last week. In it I ran the back gears. During that, my first couple tests on back gears were more noisy. I had packed my cone pulley with grease. As I had not run back gears for a while, the initial test had to churn and loosen that up. I could smell the particular aroma of that grease, and gained a little RPM as the spindle worked a little. Anyway, the gears got a little quieter as that loosened up.
I have a head stock I'll be tearing down soon, and considering if I should change what lube I use for that cone pulley. I remembered a topic here recently, I couldn't remember what grease, SLK001 mentioned it was teflon based grease that was originally recommended, but no longer available.
Running that around in my head, I was thinking a convo here several years back. I could of swore someone said teflon grease was available in small quantities for bicycles. Searching it up, I found some on amazon and bought it to have a look.
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Well in looking at and rubbing on my fingers, it reminds me of Lubriplate. It's whitish in color, and has that real thin grease feel. The lubriplate I see these days:
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As a kid, or young person, it used to come in like a quart size metal paint can where the logo looked like this:
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Without writing a book, I'm just not a huge fan of lubriplate. Mostly because it seems like it dries out if left for years in a particular component built with it.
Looking at the compositions, I don't think the teflon grease is the same as lubriplate, but it sure looks and feels the same. Not trying to drag this too far off topic, just thinking drag on cone pulley could contribute to that gear noise. I'm considering options on lube for that myself.