You don't need to grease your pan before blind baking any sort of crust, whether it's puff pastry, shortbread, or crumb.
The weights are often used for blind baking, which allows the baker to crisp ... time just in case things don't go to plan -- as often happens with baking. You'll know your puff pastry is ready to go ...
Gluten is good in puff pastry as these sheets develop into flaky ... to get an extra thick crust (the best bit in my opinion!) Blind baking is a trusted technique to avoid the much maligned ...