Lube of the splines is about the least important place you can grease the bike. There's no rotational gear mesh, the only action is the drive shaft sliding a few millimeters in and out of its socket on the u-joint as the rear suspension moves, and it would take decades, maybe even centuries, to produce any noticeable wear there on the splines. That's not to say that the shaft doesn't need to be able to move, it's just that even bone dry, the motion it makes is very small, and under no stress whatsoever, with its torsional load spread over so many splines of such great length. The other end of the u-joint, at the transmission, could be welded on for all anything cares, but that would make it harder to service when needed. Yes, if you fastened it with a set screw Bad Things would happen, but unless it sits in a salt lake for 3 months, it can never get locked up enough to do any damage, even bone dry.
I'm not saying don't grease it, but I AM saying it's nothing near as vital as everyone seems to think it is.
Everybody argues with me on that, but I stand by it.
The u-joint itself.... make sure it operates freely. It's not really a maintenance item, though, and if it fails you replace the assembly. Just be sure it works OK.