They make different grades, lite, standard, and heavy. I've found that the heavy stuff is really thick, a little too thick. All the gun greases in my arsenal perform the same and I can't really tell the difference between any of them. Regular wheel bearing grease would work just as good.
With that being said, the only handguns I like to use grease on are Sig's and 1911's. I would be more inclined to use a good gun oil on a HK. They have tight tolerances.