The key is to prevent the bolts from oxidizing, or rusting in the first place. Cat bolts get pretty hot, and heat accelerates the oxidation of steel.

A good strategy for preventing oxidation is to coat them with something that will stay in place. One option would be to use hi-temp paint. It's made for conditions like this. It may not completely prevent oxidation, but it's much better than the alternative. Sure, the paint makes it tougher to get the bolts removed, but not nearly as much as rust.

Hi-temp grease works, but you're still going to get some rust over time. I've used it on Trailer Hitch bolts. It gets dirty and thick, wears off in places, but does the job.

I've never tried Hi-temp Silicone (like Permatex RTV Sealant), but it should work well for this application. You need to make sure the surfaces are clean for it to stick.

 

I've used both anti-seize and Corrosion Block spray with good results.