Main jets should stay in place with the o-ring providing some tension - leaf springs make sure they stay up.
If they just fell out, chances are the o-rings are shot - should be replaced anyhow. Shouldn't really need to lube the o-ring. Chances are your fingers will be oily/greasy/coated in gasoline when you put the o-rings on the jets anyhow, providing plenty of lube.
Those are some seriously gummy carbs!