I apply grease liberally before starting to press the cups in. There will be too much for operation, but you can wipe some off and it’s to ease the press fitting operation not anything else. General thinnish white grease like the bike lube ‘lube juice’ in the orange tub is fine.
As I’m putting the bearings back in the cups after pressing I tend to add a little waterproof grease to the top and bottom faces of the cartridge. Not sure if it actually helps, but my headsets never seize and are always in top condition if/when dismantled later.
Just in case it’s not obvious, pressing cups in one at a time is far easier than trying to do both together which is a continual nightmare of alignment and re-alignment. It really should be obvious and I thought it was just me stupid enough to have tried it, but it seems a fairly common way to make life unnecessarily hard! 🙂