Lube your Pellets?

Just go to a local bicycle shop and buy White Lightning or Krytech chain lube.

Cdegrassi is right about the possible dieseling which you don’t want, I wouldn’t use just any lube.
These are some of the ones that others use that I know of.

http://www.pyramydair.com/s/a/GAMO_Speed_Oil_Pellet_Lube_10ml/4791
http://www.pyramydair.com/s/a/GAMO_Speed_Oil_Pellet_Lube_Spray_25ml/4800

http://www.pyramydair.com/s/a/Ballistol_Lube_Non_Aerosol_4oz/5141

http://www.mac1airgunshop.com/krytech-wax-lubricant-p/krtewl.htm

Some good reads:
http://www.pyramydair.com/blog/2013/02/the-benefits-of-oiling-pellets-part-1/
http://www.pyramydair.com/blog/2008/02/how-to-lubricate-pellets/

~ GKU

you need to use pellet oil, petroleum-oil or mix might detonate (dieseling)

I put a bit of thin foam at the bottom of a pellet can and add some pellet oil to it. The pellets pickup a thin layer of oil as they move around in the can when you carry it or if you give it a gentle shake.
I only do it for pellets in the airforce barrels. Seems to keep it clean and accuracy is always good.
I sometimes use other “dry” pellets and I don’t notice difference.
But maybe it is because the barrels are kept clean byt the “wet” pellets.

Somebody should do a go trial on this to debunk the myth or not.
In the mean time, pellet oil won’t hurt and it does in fact keep the barrel cleaner.

My 2c
Cheers