I think you get any grease or oil that is in the action and barrel off and out, because you don't know what it is, or how long its been there. When you take the oil out of the barrel, using a patch with alcohol on it, feel the bore as you run the patch down and back out of the barrel. Do you feel any high spots? And drags, or grabs? Is the patch frayed when you pull it out, indicating that something is snagging the patch in the barrel? Run a dry patch down and see if this happens a second time. Locate where the sticking is. If you seem to hve several places in the barrel where the patch is dragging or sticking, you may have burrs left on the rifling. These will " Shoot out " eventually, just using a PRB. But you can also remove them quickly by wrapping 0000 steel wool around a bore brush, and polishing or burnishing the bore with the wool. If your jag hangs up on the touch hole liner, you want to remove the liner and file down the excess so you don't hang up. This may be a chore for a black powder gunsmith, as I agree with many here that a liner is not something that should be removed most times unless it is being replaced. But, we are speaking of a new gun.
Once everything is clear, and you have re-oiled the moving parts( Tumbler, contact points for the springs, pivot pins.) load her up and shoot. If the lock seems to be slow, or you feel any dragging, then you need to tend to the lock, remove high spots that are rubbing on the lock plate, or other parts, to reduce drag, and speed lock time. It is not unusual for new locks to not have the frizzen heel polished well. This is the little arm that sticks down and contacts the top of the frizzen spring, or " Feather spring.", on the outside of the lock, forward of the pan. Polish it and the contact point on the leafspring. Put some grease or oil on the contact points, and you should feel a noticeable improvement in how the frizzen opens and closes.