So... I did a quick test.
I have a set of needle nose pliers that I've been using to hold parts for RPMing... they have a good solid coating of RPM on them. I also buffed it to a shine, so the surface is waaaay smoother than my LCAs are.
The Eastwood Anti-Rust spray, which looks like a VERY close match to the original cosmoline, sticks just fine. I guess it's because this stuff isn't actually adhering to the metal like paint... That's kind of what I was hoping would be the case. :-)