I second the suggestion that as soon as you clip in, on the next pedal turn, pull back on the pedal and make sure that your cleat is actually engaged. My Frogs generally produce an audible click when I'm in, but not always, and if I don't hear the click I get nervous and give them that backward pull to be sure. Also (and you probably know this), the cleats engage much easier if you turn your heal out as you push into the pedal. The other thing you could try is backing off on the cleat adjustment screw 1/2 turn. It takes a very small allen wrench, and the screw is lock-tighted in, so either heat it or use a long-handled allen wrench.
Oil is good, grease is better.
2007 Peter Mooney w/S&S couplers/Terry Butterfly
1993 Bridgestone MB-3/Avocet O2 Air 40W
1980 Columbus Frame with 1970 Campy parts
1954 Raleigh 3-speed/Brooks B72