I asked a LONG LONG LONG time ago about greasing gas valves. Well I finally found the grease I needed:

Refrigeratorparts: GREASE,GRAPHITE(HIGH HEAT,2OZ)

This is for a stove that uses "christmas tree valves" Basically a cone with a hole in it in two pieces of alumiinum. The seal is dependent on that grease between the cone and the valve body.

The actuator(cone) is spring loaded downward and there is an external mechanism to create the lock when off. There is a small notch where the actuator is moved.

One valve I have to replace. There is a secondary regulator on the stove.

I use this since they give me the stuff for free for class.

http://www.minvalco.com/msds/jnc_y70msds.pdf