I've owned vehicles that were notorious for galling or stripping wheel stud threads - and no amount of fiddling with torquing specs or procedures seemed to help.
As a last resort, after installing brand-new studs and nuts, I'd use a VERY tiny amount of anti-seize compound on the threads, taking care to:
1. Avoid getting any of it on the working face of the nut (the part of the nut that snugs up against the wheel). Keeping this surface "dry" helps prevent the nut from eventually working loose, due to the reduced friction between it and the wheel that would otherwise occur in the presence of anti-seize.
2. Reduce the final tightening torque somewhat (roughly 20 percent). This helps avoid overstretching the studs, which could otherwise weaken them. (Anti-seize reduces the amount of torque required to maintain the same amount of clamping force. So, if you're using the same amount of torque after applying anti-seize as before, you're probably overtightening the nut.)
Of course, it's NEVER a bad idea to occasionally re-check your lug nuts for adequate tightness.