Clean the die with solvent and a brush. Lube just the body of the case with Imperial sizing die wax. That should take care of the dents. I’m a little surprised that you are getting dents with new cases, they are typically so small that little or no sizing is done anyway, except for the neck.
I’ve had at least couple die sets that dented cases and it didn’t have anything to do with lube. One was a 300WSM and the other a 300 Weatherby. Both went back to the manufacturer with fired cases and were returned with custom dies. When a chamber is a little loose around the shoulder and the die a little tight that extra brass has to go somewhere. It can show up as bulges where you don’t want bulges and dents where you dont want dents.