Besides, grease or vaselline, because of their lubrication effect will make the gasket squeeze out more easily.
As AZD mentions:
1. Insure the threads are clean and the flange of the bulkhead does not have any plastic flash and insure the flange is flat and stright.
2. The gasket should be clean, dry and without marks or indentations.
3. Install the gasket on the flange side, not the nut side. This is for the gasket to seal properly. If the gasket is mistakenly installed on the nut side it will not seal between the thread and the nut.
4. Do not use teflon tape or any other sealer. Tighten the nut by hand as much as you can. You can tighten about 1/4 turn beyond that point. Some nuts are too tight into the thread and difficult to turn, this is usually caused by plastic flash on the thread were the manufacturing mold ifts together, a small triangular file can help get rid of it. If after "cleaning the thread there is still tightness you can use a minimal amount of silicone grease on the nut thread, after you apply the grease to the thread, remove as much as possible with a paper towel, the minimal amount left after wiping it off is more than enough.
A Tip: If you have an internally threaded bulkhead and you will be installing an insert fitting, try installing it into the bulkhead before the bulkhead is installed, just insure that the bulkhead nut can pass trough the fitting.
Another Tip: Other than schedule 80 bulkheads, specially the black ABS bulkheads are relatively thin walled, no not overtight the fitting as this will crack the bulkhead longitudinally, a usually tiny crack that do not show until your tank is full of water.
Enjoy!