tip that's saved me a couple times when removing screws that the P.O. has not thought to lubricate- take a small ball peen hammer and give the bleeder screws the hardest hit you can without mushrooming the tip where the fuild comes out. To clarify, that is pretend you are diving them into the hole they are threaded into. This seems to loosen the rust on the threads.
I would warn that any oil based lube of any kind getting into the caliper would wreak havoc. I know of a car that hit the wreakers because of power steering fulid in the master cylinder. So be very sparing with any lube.