I've always been told to NEVER grease lug nuts! So I haven't and have never had any issues breaking them free.
Anyway, let me share my new trailer stories. I bought a nearly new Loadmaster and a new Hi-Tech within the past year. Both had leaking grease seals because the castle nuts were tight enough and the hubs wobbled. So, first thing I did was tear everything apart, repack the bearings and install new seals.
Now it's as good as new should be.