Just on the pipe threads into the block and if you bought the cooler also you need some on those pipe threads. If it was just the hose kit then only the block. Make sure to use a wrench on the cooler to prvent twisting it and damaging it.
I just got the oil cooler kit today, wow that was fast! Them fittings and lines are bo diesel! Thanks a lot for the lift pump bypass fittings. Now my friend might be interested in buying one for his truck.
Have a great day.