Yes mate 100% sure, I realise some fasteners specify a wet or dry torque but as far as I have read nothing is indicated for the CVH so I always lubricate.
Once you've wound it in and out twice with your fingers you'll soon know if it's 'catching' or not and that's what is important, each bolt must stretch equally to ensure equal clamping force across the head.
A wet installation will result in a higher clamping force (greater stretch) than a dry installation but I have not snapped a bolt yet! lol