The threads on a union don't make the connection, the face and socket of the union do - the threads compress them together. No tape or pipe dope is required, but some people use pipe dope on the face and socket. Unions work best if the connections are straight and only used once. Sometimes if removed and replaced, there's a ridge on the pieces from deformation upon tightening, and if they don't line up, you either have to tighten it more, or give up and replace. Pipe dope might help in that situation, but I don't know for sure. Don't put anything on the threads, it won't do anything for you. Well, I suppose a drop of oil may make tightening easier, but you don't want it to get into the water, so that's not a great idea.