It is good insurance!

Check this timley thread:
http://www.benzworld.org/forums/w123-e-ce-d-cd-td/1667404-brake-caliper-bolt-83-240d.html

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84 300D, 82 Volvo 244Gl Diesel

Every brake component I've removed has a blue thread locker on them. They apply the liquid and let it air dry before installing. I'm rebuilding the entire brake system on my '88 350 SE. That's the way they are going back together.

I back the blue. No harm, cheap, locks, seals the threads from corrosion, probably makes future work easier due to reduced corrosion.

It's been suggested to reduce torque by about 10 percent due to reduced friction on threads if used.