Should I be greasing my U joints?

CudaFactHackJob said

Have the best of both worlds; buy the non-greasable, then drill out one of the caps and install a zerk. I've seen a few like that.

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You'd have to install a grease fitting in all four caps, because the non greaseable joints have a solid body with no grease passages. That's why I use a grease needle under the boot of each cap.