I have never used pellets, so I can only speak to loose powder. When I clean and store my gun I run a couple of patches with "bore butter" down the barrel, leaving a film of grease. When I go to load it, I pour about 10-15 grains down the barrel and pop a cap. This should burn/remove the grease. I then run a couple of clean patches through the barrel before I load it.

I am not sure if just popping a few caps off will burn up all the lube in the barrel, it might.