What lubricant, if any, should be used for clothes dryer rollers?
Grease or nothing would better here. Oil and grease will attract lint and dust and seize sooner. I have used a spray Teflon and graphite as the lube on my dryers with graphite lasting longer. 
The black film is probably the lube with some added dust. When you replace this try some powdered graphite or molybdenum dry lube, it lasts a long time and the black film that it produces is a lubricant.