Any good silicon grease will do (BMW recommend it), but some owners like to use white lithium grease.
Apply grease to the track grooves with a small artist paintbrush or cotton swab.
Make sure the tracks are nice & clean before applying the lube, though.

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Current:
2004 X5 4.8is - Le Mans blue/Cream beige
1994 E31 850CSi - Sterlingsilber

Previous:
1987 BMW E28 M5 - Delphin-metallic
1976 BMW E3 3.0Si - Arctic-metallic