Depends on the application, either use a bit of silicone grease on an O-ring or non-hardening Permatex. Putting them in dry causes them to bind.
Really dumb on the coolant reservoir or oil filter cap, putting the O-rings on the threads where than can bind if put in dry. More intelligent way is to seat them so that can be compressed like they do on canning jars with a rotating ring on that cap.
It wasn't too long ago, you would never find O'rings on a cooling, oil, or, MVAC system, engineers back then had common sense. Also the SAE had many articles on looking at the food industry for proper sealing and material, that aluminum pop can you pitch is made of far superior materials than what you will find in your heater, radiator, evaporator, or condenser cores.
And you wonder why you have problems?