Certainly you should not use anything which is sticky or could hold dirt. That would be bad.
But, there at least three tings you could consider:
Zipper dry lube – it exists
Teflon powder or spray
Graphite powder – useful stuff and can work well on zips
For myself, I would go for the graphite. I do have two puffers of it, partly for this. It does not really leave much of a colour mark.
Cheers