I use anti seize and hand start the nuts a few turns to prevent cross threading, use a impact to draw em all evenly down and a final round of tigtening, I useally have problems with having to retourqe a day latter, the 4-way draws em up tight, studs should be tourqed as there in a shear load overtightening allows for easy breakage like pulling a rope tite to cut, after getting then as tight as they need to be any overtightening will lead to undue wear of lug stud holes in the rim and will cause stressfractures in the rolled threads of the studs, have seen lugnut threads stripped out as well.
Lugs are by nature are to be dry tourqed when lubeing you get a greater tourque value than the dry so set your tourque lighter.
Allot of shops carry an assortment of lug studs and will replace broken ones if they can,From a liability standpoint they would try to keep from breaking lugs, imagine a honda or subaru with 4 lugs one is busted by the shop abd tooling down the interstate one them other lugstuds breaks, donthing like a wheel comming off while sandwhiched between a couple semi's.
in casset hubs thats a different story.