[sixguns]

You can't torque the lugnuts "correctly" with grease on the studs as the torque value normally given will be for a dry stud . The torque value will be completely different for a stud with grease as it drastically changes the amount of pressure applied at the same torque . Even different types of grease and oil will require different specs .

Only when a manufacturer provides a special lubricant and a torque value (like with ARP studs) to use with that lube applied should one use grease on studs that have an important job like wheel studs .