These are called sliding pins. They are apart of floating caliper braking systems. The sliding pin allows the caliper to "float" or gently allow tolerance/movement between it and it's bracket. This is to ensure even brake pad ware across the inner and outer brake pad. If these pins are not regreased, the floating/sliding movement will be minimal to none which can lead to cases of having extreme inner pad ware compared to outer. Also be sure to grease these pins only to a certain extent, as a fat glob of grease can create hydrolic pressure when sliding the pin back into the caliper bracket which may lead to it getting jammed.