Depends on what parts they are. If they are the vulcanized rubber gaskets I dont put anything on them with cast covers. For sheet metal covers I prefer cork and finger paint the cork with rtv. Just enough to make them sticky.
use wheatherstrip adhesive to hold them to the valve covers,no other sealer,make sure to hammer the valve covers flat where the bolt holes are,some people tend to overtighten them and bend the metal around the bolts