I’m the proud papa of the Grizzly 10/22 G0602 lathe. Not a major production lathe to be sure but I’m able to make tractor parts for my 70+ year old fleet and make very precise steel, copper, brass, zinc and lead parts for furniture hardware several hundred years old and needing very exact matched parts. People that see your work (if it doesn’t match the original) don’t pay..
To your question Grizzly will void your warranty If you score the ways or saddle (or any surface) that has already been precision ground to hold proper way oil to the surface as is when you receive it. Though it appears gloss polished fit and finish if you get a backlit 120X microscope you can see machine marks that are there to channel way oil consistently and prevent excess wear. In fact I stepped up the way oil viscosity 1 step for extra stickiness without gumming but that’s as far as I would go in protecting the surfaces.