Nylon glides like that are said to be "self-lubricating". They really shouldn't need much. However, if you do want to slick them up, don't use oil. That'll collect dust and lint and make a big mess, which can end up on your carpet and clothing.
Use a dry lubricant, like wax or Teflon. You want something that dries non-sticky and sheds dirt rather than accumulating it.
JACK's right that there shouldn't be weight on these. Check that out for sure.