I've had no experience with the painted or coated cast bullets, but if your conventionally lubed bullets worked well in other guns, then you likely took the best route. From what little exposure I've had with H&Ks, it appears the chambers might be a little tighter than other pistols; don't know about bore dimensions.

As for conventional lubes, particularly in handguns, I've found that changing them usually has the least effect of any of the variables we commonly deal with, unless extreme heat or extreme cold becomes a factor.