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you can if you want, it won't hurt anything and may give a little extra protection, but you don't need to, you do need to soak them with oil first if you don't grease them. iusually pack the outer ones, it won't hurt them.
I was taught that you have to because it takes time for the gear oil to reach the bearings. Seen many a truck back in for repairs after someone redid the bearings with out packing them with grease and they failed.