Keeping the screw in the WH40 soldering iron from getting stuck (again)

A few years ago, I got a Weller WHS40 soldering unit, which was excellent until the tip "decayed". I got some replacements & then discovered the set screw that holds the tip in place was totally frozen. Unfortunately it has a tiny slot in it, & I ended up chewing up the ends of all the screwdrivers that would fit, without success.
I then discovered that the manual recommends loosening the screw frequently to keep it from getting stuck. I also found out from searching the WWW that this is a common problem, & some people recommend replacing the original screw with a hex head screw of the same thread.
I gave up & ordered a new soldering iron (just the iron itself, to plug into the base), which should arrive any day now. I don't want to ruin another one, so...
Should I grease the screw threads with something to prevent sticking (& if so, what) or will anything on the threads end up getting cooked & making it jam up? (Stuff I have in stock in the house includes silicone grease, very old lithium grease, & some copper-based stuff for keeping threads on bike components from freezing, as well as the usual WD40.)
Should I just loosen the screw after every use & store it that way?
Is there any reason not to replace the set screw that goes all the way into the tip-holder with a screw with the same thread but a head (with a hex hole) that will sit outside the tip-holder of the iron?
Thanks, Adam

On Fri, 01 Jul 2016 13:18:30 +0100
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http://www.ebay.co.uk/itm/Carlube-COPPER-SLIP-500g-Tin-Multipurpose-Anti-Seize-Assembly-Compound-Grease-/230906577316
or others suggested on that page.

Davey wrote:
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+1

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All such screws subjected to extremes of heat will seize eventually. So take the maker's advice and undo/redo once in a while.
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No replaceable element?

Well, when I could see I had this issue with a Tandy iron, which was probably a badged Weller, and did replace the screw with a hex head, but it still eventually got jammed. I'd imagine the dis similar materials have something to do with this. No type of lubricant I tried did much except make a terrible pong.
If you are disciplined enough to wait for it to cool after use and give it a few turns in and out then I guess this will help but one forgets after a while.
Brian

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I use high temperature anti-seize grease on some screw threads which go into the boiler heat exchanger, and that seems to work so that they easily undo when I open it for cleaning every ~4 years or so. It's called Loctite C5-A and comes in a pritt stick dispenser. Claims to work up to 980C. I think it came from BES some time ago.

On Friday, 1 July 2016 13:30:05 UTC+1, Adam Funk wrote:
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I'd get a decent iron.
NT

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True. Antex bits simply pull off. No screws. And you can replace the element too - should that fail. So no need to buy a complete new one.

On 2016-07-04, Dave Plowman (News) wrote:
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I'll remember that for next time. Oh well.

On Friday, 1 July 2016 13:30:05 UTC+1, Adam Funk wrote:
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Copaslip. https://www.proweld.ie/product/4694/

On Mon, 11 Jul 2016 09:23:29 -0700 (PDT)
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I think you'll find that that has already been suggested.