If I may elaborate on some of this.
Tip 1: Technically, yes, these bearings should be greased , however in this "open" , light load application, oil is a must over grease. Grease will trap dirt etc. , and make life for your rails a living hell. Plus, this is a very light load application. Greases are generally intended for high pressure bearing applications. Oil will run much smoother with less stiction. As Phillip said , a sewing machine oil is a good option. Any LIGHT oil should be fine. 30WT would be the last choice in the instance a light oil is not available. It tends to trap dirt etc as grease does in open air applications.
Tip 2: Another trick is to float one rail. Getting the first rail square to the X axis, and tighten it fully. The remaining Y rail, can be "floated" , meaning left ever so slightly loose to allow it to be in alignment with fixed rail at all times. This is not uncommon in industrial machinery that use dual rails that span some great distance relative to the size of the rail.