Any form of oil or grease on a car this small is a bad idea – as it will attract dust and dirt – making a lovely grinding paste to wear out your gears !! In fact – grease would increase friction somewhat.
Keeping the drive train free and clean is a much more effective method.
Tamiya were well renowned for suggesting grease and oil everywhere on cars – made parts wear out double quick – great for them – you had to keep buying spares !!