I use yellow Teflon tape on the pipe threads, I also noted that the factory machine I have also does this on their threaded pipe fittings on the oiler system. I use Teflon tape mostly because the threads can be a bit rough and not a perfect match. If you use Teflon tape/sealant I would be careful to only put it on the male thread only and start 1-2 threads back, so you will not getting any in the oiler system. The tubing ID is very small and easily blocked. When I cut the tubing lines, I carefully ream the end and check that the line is clear. Normally I do not use it on compression fittings, but a few times I have had a small leak, and I use a small amount of Teflon tape/dope where the interface seals.