Yes, lube the adjusters. Use either brake slide lube or anti-seize. Personally, I use either the Loc-Tite copper base anti-seize, CRC brake caliper grease, or Permatex synthetic brake lube. All 3 work very well.
Don't forget to lube the pads on the backing plate, the parkjing brake actuator arm pivot, and any other sliding/pivoting surface. Not a bad idea to put a bit of lube on the ends of the shoe where it contacts the wheel cylinders and the anchor pin as well.