It's unlikely that grease would make it's way from the pin to the pad, and even if it did, it wouldn't contaminate the whole thing at once.
A little bit of grease on the pins is fine. Heck, it's mandatory to grease the guide bolts on floating calipers! I like Barry's idea of using anti-seize on them.
It should just be a few gentle taps to get them in and out. It will get easier as the compression rings get tired. Don't worry too much about them falling out. The anti-rattle springs provide plenty of lateral force to the guide pins, and the plastic caliper cover helps hold them captive.