FWIW, I use several turns of teflon tape around bleeder screw threads- not as a sealant exactly but to keep air from being sucked back in during bleeding when you release the brake pedal after each stroke. Might not happen with pressure or vac bleeders but it does when you're doing it by yourself. As several have said, the actual fluid sealing is on the tip of the bleeder needle, not on the threads. Take the tape off after you're done bleeding if it bothers you.
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