The threads on this faucet seem to be missing the last thread at the end. The homecenter Brasscraft supplies wouldn't thread up to the faucet. I did have some Fluidmaster PRO supplies that managed to thread up. The threaded supplies have a plastic insert inside, part of the no-lead thing I'm guessing.
I'm surprised they also didn't mention, "No tape" for these.
If you have a new supply line it will seal with nothing added. It's so simple. I hate seeing goo and tape and putty where it isn't needed or wanted.
