Throw my 2c worth in, given the nature of the trains, we aren't talking tectonic forces or ridiculously high speeds, for grease on worm or standard gears almost any light duty grease will do. I have used silicon, teflon and lithium based lubricants on trains and other applications, as long as it isn't really stiff (I wouldn't use wheel bearing grease for that reason, though some say it works great), you will be fine IMO. The real problem isn't the type of grease, it is the lack of it, lot of people took the old Lionel "lifetime lube" to hear *lol*.
As far as oil goes, the best oil I ever used on my trains growing up was a top head oil called Marvel Mystery oil, used that with a needlepoint lubricator, and it worked great.