Lubing screws is important. Particularly the smaller screws like you'd use on the tuners where it's very easy to twist the heads off the things. I use beeswax, which you can get at crafts shops, but a lotta folks just use a candle or paraffin block or crayons or something. Some kind of wax, is what I'm saying.
Never try to run screws into hardwood without pilot holes. Besides being somewhere between difficult and impossible to do, the chances of the wood splitting are very high.