Thread grinding on Z axis

So I was having missed step issues on my Z axis and managed to waste a good amount of plywood before I figured out the cause – my Z axis threaded rod had ground a bunch of metal dust, to the point where it actually hiccuped when going back up. I cleaned it and lubed it up, but there’s still visible chips in the threaded rod. Is this a common occurrance? Or did I just pick up the wrong kind of rod? It seems to be moving smoothly now that it’s lubricated, but now I’m worried about wood dust sticking to the lubrication…