If they're gunked up maybe get some rubbing alcohol (or failing that just some surface cleaner) and press a piece of kitchen towel into the threads then twist. Keep doing until the kitchen towel stops picking up black. Otherwise you're basically going to be rubbing metal shavings etc. into the threads every time you remove it, which isn't good. If you want a good, semi-permanent lube then copper grease is great for this sort of thing and won't dissipate like silicone.