Prompted by your suggestion I have just tried an experiment with beeswax, although I suppose any sort of wax would work. I have some 4.5mm lead ball (Gamo) which easily roll down the barrel of my 4.5mm Haenel 28-R. I melted a little of the wax in a pan and added some of the lead ball to it. While still hot and liquid I then transferred the shot onto absorbent paper letting them roll around it bit. When cold the shot were thinly coated with a layer of wax but felt quite dry and non-sticky. They were now a push fit in the barrel. I loaded 8 of these into the magazine, quite easily, and was able to fire all 8 in succession with no jamming and none could be made to roll out of the barrel even with hard shaking. So this seems to have been successful. No doubt the same result would be obtained with grease, but wax has the advantage of the ball shot being easier and cleaner to handle, and not sticking together in the tin.