Yup do that too, from the threaded end so dirt isn't attracted to it, not sure it matters. I also follow Specialized's advice to put some grease on the thread.Yep I do the same and also lube the o ring with liquid silicone. It is also worth pushing some grease into the hollow battery fixing brass screw. It prevents dust and grit migrating via the hole to the threads.
I would think an airtight seal like clingfilm could cause sweating. Something like neoprene would be better.