Good suggestion. I'll try that too. Mine did get easier with some use but it's not without a lot of effort and ,as other said, some slight movement forward or backward and clutch pedal play seem to mesh the gears. I suspect with more use and your lithium grease idea, things will turn out fine.
Yep, mine has gotten easier to shift just in the three weeks I've had it...although I don't expect it to ever be super smooth. It's just kind of the nature of these primitive beasts. Seems like I've kind of had to fight with every one of the lever shift transfer cases I've ever had, at least a little bit, and the older ones were always a little harder to shift in and out of 4x4...I remember fighting my '50 Willys wagon, my 1970 Scout, my '79 Jeep pickup, my '81 GMC 1/2 ton, '85 Chev 1/2 ton, '86 F250, and even my '92 GMC 3/4 ton, which is probably the easiest of all of them, so the Roxor being that way is no big surprise to me at least.