After gettting a spark plug stuck in the head of my old Dodge Aries in Canada, I put anti-seize on any steel bolt screwed into aluminum. Saves much grief later, when the bolt head breaks off, etc.
Probably not really a necessity for the rocker arm bolts, since they are oil covered, but why risk it? Antiseize is cheap, and doesn't affect torque readings!
1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!