If you use any lubricant I would suggest backing off the torque a little and maybe check your lug nut torque every once in awhile.
I read a study in I believe Motor Magazine? It said the clamping force that was actually happening was much more than shown on the torque wrench, so be careful. The test showed anti-sieze, oil and a few other lubes. I was shocked by that study.
The problem with lubes is the lubricant takes away the friction on the wheel to nut interface and also the friction on the threads. Which is what absolutely keeps everything from ever having a chance back off. You will probably not have a problem, but there are risk with going against what MFGs recommend.
Below is off an engineering board: Here is the full link:http://www.eng-tips.com/viewthread.cfm?qid=229718&page=1
just consider, if the torque is the same for dry verses well lubricated, the clamping force will be over double. you then need to consider the ductility of the wheel material. I measured yield with only a 20% increase in bolt force for alloy
then in the other vain, if the clamping force is maintained the same, then the required torque would be less than half and would result in reduction of the friction preventing the nuts to loosen.
you could safety wire the lugs to prevent backing off if you want to lube