No. Light oil or motor oil.
Grease/anti-sieze will cause galling between nut and seat. Also the designed torque is dry torque. Using grease or anti-sieze can cause the wheel studs to stretch.
Guy greased the wheel nuts then pounded the lug nuts on with an impact. A week later it came back for the remainder of the work. 6 foot pipe with my near 200 lbs on the end of it,had to bounce on it, they moved with a bang! Told him if he ever did that again i would fill his toolbox with grease.
