I definitely grease the lugs. Generally speaking with rifles I grease anywhere there is metal on metal contact with significant pressure. Exterior bolt body stays dry.
I have the competition trigger in my AT (not an AT-X) set at 1.75lb. Even lightly greasing the lugs was causing the trigger to foul up, the AT gunsmith advised to run the bolt dry even said that was in the AI manual. I have run my bolt dry since then and seems to run without any problem. I do grease the lugs on all my other rifles.