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Do I need to apply copperslip to the free hub body?
I would just to be safe especially if it's on a carrier and therefore has a large surface area.
Never heard of anyone doing that, and never seen a cassette stick, I'd not worry.
Why waste money on a decent cassette when you've got a heavy hub?
Because I got a job lot of 990 cassettes (nice red ones) before I found the freehub was not parting with the last cassette......
Smear of decent grease on the freehub body is what I recommend. I've had a few tight cassettes on freehubs before and the grease does help a little.
Removing the cassette periodically and cleaning the splines will help too.