I use a white anti sieze lube that I buy locally and it seems to work fine in either cold or warm weather. If it screws into the barrel and can be exposed to burning powder I use anti sieze. As I recall that little plastic cup of anti sieze cost me a couple of dollars and works great on Breech Plugs. Since the real thing is so cheap I do not plan on experimenting any time soon. It only takes one really stuck breechplug, nipple or ventliner to convince a shooter to use proper items.
Exactly Paul! Anti Seize compounds are fairly inexspensive, last a long time and are well worth the relief of knowing that plug will come out when you want it to. Jason and I have gone a long ways towards having the guns that we have been wanting, our muzzleloaders are a big part of that, and I believe it's foolish to try and cut corners in their care and upkeep. They are just too darn exspensive to not use the best products available in caring for them. Besides, I like the peace of mind knowing that they are in peak condition to do the jobs we've bought them to do. A frozen breech plug will ruin your day in a heart beat. I prefer to not take that chance.