A buddy does most of his cnc machining on a cnc Sherline mill and lathe. He's had some nuts wear out and he claims to have to do quite a bit of maintenance on the lead screws and nuts. He's replaced some nuts with Delrin ones. Thus, he thought automatic oilers might be a meaningful addition to the units. If you want to see how he did it check out his blog.
http://rchelipilot.wordpress.com/sherline-mill-x-y-axis-leadscrew-oil-lines/
http://rchelipilot.wordpress.com/sherline-mill-x-y-axis-leadscrew-oil-lines/