I am not aware of a specific rule that addresses the issue...BUT...
Many folks don't realise it, but Haz Loc stuff is generally designed to "leak," and NOT be gas tight, as a means of venting the pressures from an internal explosion. Quite often this venting is through the threads- so there is a rule that five or more threads must be engaged.
This venting is at a much slower rate than the speed of the "flame front" of an explosion, so the explosion is extinguished before it exits the vent.
So anything that might seal a threaded connection is to be avoided. Even the slight delay required to push out the oil might be enough to cause the internal pressures to build up, and the device fail.
The best practice is to have threading equipment kept up, so that the threads can dry-fit without the help of any oil, lube, anti-seize, or whatever. Even your cutting oil ought to be cleaned off before assembly.
