Grease on the pilot end is OK but not necessary. It would only serve to aid the pilot sliding into the inner bearing race. As far as the splines go, absolutely not! You don't want anything migrating into the clutch discs. I just make sure the splines are clean and don't have any burrs where the discs have to slide. Also, check the splines for wear where the discs ride on it. If they are grooved, I would recommend replacing the shaft. Before installing the discs and pressure plate, try sliding the new disc(s) on the shaft to check that they slide freely. Do you have a line up shaft for bolting up the pressure plate?