That’s correct. You don’t want anything prohibiting a good metal to metal connection. You use the grease to coat to outer surfaces and prevent to corrosion and seal the connection from the outside. On the subject of connections, also make sure your ring terminals not only are correct per the wire gauge but that they are also correct per the size of the screws (i.e. #6, #8 etc) that they are mounted with. This facilitates solid connections. I used the attached company for some of my products, especially if you need to redo any battery cables and don’t want to invest in the heavier wire crimpers needed for them. They will custom make, with any style connectors, wires by the inch and foot.
https://gregsmarinewiresupply.com/Custom-Cables