Same here. I just used a couple of drops of machine oil on the threads. However, I believe there may be some benefit to using teflon as far as keeping bolts from seizing and in aiding the torquing procedure.I didn't use any on mine. Inspection on my part showed they didn't enter any water jackets.
Some of them can go into the water jacket. Personally I'd rather put sealer on there like the manual says than take a chance of having coolant seeping into areas it shouldn't be.
My new motor was assembled with no sealer on any of the head studs. All the holes I looked at appear to be blind and did not intersect with coolant ports.
David