I finally tried something today I had been wanting to for a while... I put a few CPL's in a plastic container with some powdered moly, shook them around for a while, and ran them through wifey's Shadow.
The result? A consistent LOSS of 100-200 fps!
A suspect that this is from the powder "bunching up" in front of the pellet, wedging between the pellet and the barrel, and causing excess drag. Can't imagine the additional weight of the moly dust causing that kind of velocity loss.
That's my best guess, anyway...