LOL...I'm sorry, but when I saw this thread, I thought that someone with braid experience would respond. Well, I'll give it a shot.
Get some Aciete de Mosca, from and BBS that sells dominican products; apply with a cotton ball or q-tip to the roots. That will keep your scalp moisturize, without the weight of grease, but use sparingly, as it's a liquid and you don't want to get it all over clothes.
As for sprays, I think that many of the ladies recommend a spray by IC...I haven't used it, but maybe someone else can add their 2 pence.