don't use grease. All grease will do is grab any grit and wear the cable faster.
The clutch cable will feel dry due to the way it routes under the dash, it's not the best design. And as such they are prone to failure so you would be wise to carry a spare in the boot. Trust me I know from experience having one go on the M62 last year. Easily available off ebay for not much spondoolics
