Yes, l think so. Anything that keeps water out would be helpful. Especially if there is enough around the head to ooze out as you tighten the bolt.
Agreed. For a long while, I believed copper anti-seize enhanced electrical conductivity (copper, right?), but gstallons set me straight on this: it's petroleum based grease (like "Vaseline®" or common petroleum jelly). Di-electric grease is, apparently, silicon based and an entirely different animal.
Sometime in the next couple weeks I'll get my fasteners out and see how the threads are looking. If I don't hear about one more special chemical or accoutrements to make this The Most Complicated Valve Adjustment Ever.