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Yes, they should be lightly oiled with clean engine oil. The holes should be cleared of any fluids that may be in them before installing the head bolts.
What about exhaust manifold bolts. They all came out easy enough and no rust on threads.
Personally, I would base that on the condition of the bolt heads. Exhaust bolt heads seem to deteriorate faster than others and if there's a chance that there won't be anything to grab onto next time around I'd replace them.