I've come across a lot of oxidized cotter pins that are a right pain to remove!
For me, the biggest tip would be to use an appropriate anti-seize compound and apply it. The benefits are similar to adding it to the bottom bracket axle and crank interface on square taper cranks. You're less likely to develop play between the interfaces as you use it and it makes it easier to remove when you need to.
The only con I can think of is maybe if you use the wrong type of compound it could make the interface not connect correctly? The mechanism works by friction so it's possible a compound could make mess with this? I dunno.
I would use some light anti-seize for sure.
