i personally normally dont do anything inside the socket directly under CPU or on the CPU itself. So far i have not had issues but that is never a guarantee ? Though if i was to do anything it would have been liquid electrical tape. I spoilt too many Mbs with Eraser as it is difficult yo get out once among the pins.
Dont use nailpolish as it has high potential to crack. For the vaseline while sticky so a mess to deal with if you use denatured alcohol you can completely disolve it without any visible signs after. (that is if you ever want to get it out.)
Whatever you choose just make sure you do not after going subzero with dry ice or anything leave the CPU in socket once the session is over. it will be important to ensure any after action condensation has a good chance of drying out.
There are more advice and posts on all these matters here on HWbot so look around. nothing is final in terms of process thus no perfect solution. you have to try what works best, carefully ?