I've no idea - a mystery to us all. VW fitted it, so it must have a purpose, but I'm beggared if I can think what it is. Possibly to stop the runners rattling?
I would say don't use normal grease or it will just attract muck and grit and cause problems. I'm sure there's a special grease you can get which would be more suited. Maybe called white grease? Can't remember
i'd use silicone based spray or grease myself, personally once i cleaned mine up i sprayed mine with wd40 and they've been fine since.