Always lube oil and fuel filters before installing. This keeps the rubber seal from drying out and cracking. It also prevents them from sticking to the sealing surface which makes the filters very difficult to remove.
Sometimes people just dip their fingers in the oil they drained from the machine and use that to lubricate the seal. While this is better than nothing, it does run the risk of re-introducing contaminants to the system and compromising the sealing surface if there are any particles in the old oil.
We strongly encourage you to use the proper lube. Here at Stellar Mechanics, we recommend Super Lube 21030 Multi-purpose grease. Here is the link to buy it on Amazon for $17.
Small price to pay for the extra peace of mind and ease of use it brings. Use just enough of this grease to get the whole seal a bit shiny as shown in the video.