Never! The blades are slightly oily from the start but it's never occurred to me to oil them.
I do sort wipe off lint if I see it but I don't take it apart to do so. I just sort of smear it off with my thumb and call it good.
I don't seem to have any problems with my blade sticking though. I do change my blades pretty frequently so maybe that's the difference? Next time I think I have a nick on the blade I'll have to watch and see if it's just not rotating properly!