Are you using a single stage or progressive press?
As mentioned already, case lube is most helpful when forcing the brass to slide into or around something like a sizing ring, die, bushing or an expander ball or case mouth expander. These things are found on full-length resizing dies, neck resizing dies, neck bushing dies, body sizing dies, and expanding dies which are sometimes installed on the powder measure in a progressive setup.
One Shot can be left on the case, but any lube type can be cleaned off prior to charging (without a mouth expander), seating the bullet, and crimping.
So for example, you could decap and clean your cases a bit -- at least rinse and dry them. Then lube them on the outside of the body and a bit inside the neck. Spraying them with One Shot and letting it dry is fine. If you're using a progressive press and haven't decapped yet, that's fine. Decap them in the first station. Then full-length resize, neck resize, neck bushing resize, and/or body resize as needed. Next, expand the mouth if called for (generally for straight-walled handgun cartridges). Now you've finished all the brass forming steps other than crimping and you can finish cleaning the cases in the tumbler.
When the brass is clean, it will be ready to load. You can then prime it off press or feed it into the press to prime there. Fill with powder using a short rifle charging die so that you're not expanding it again. Then seat the bullet and crimp.
Crimping does not require lube, but the Lee Factory Crimp Die also resizes. It has a carbide resizing ring that sizes down the outside diameter of the case. Since it's carbide, lube is not necessary. It generally sizes a little less than a sizing die. The sizing die squeezes the brass down to a diameter for good neck tension on the bullet. The FCD's carbide ring is a little larger in diameter. If you've already run the case through the sizing die, the larger FCD sizing ring won't do anything. The carbide ring is necessarily a little larger diameter so as not to squeeze the seated bullet. It can't create neck tension (other than by the crimp), but instead, it's intended to catch any case that wasn't resized and to make sure it will chamber.