Aloha all,
 
On the bottom of the rear hatch = of my '89 Wolfsburg, next to the latch, is a yellow warning sticker in five languages.  The English version reads   "CAUTION      When changing = wheels use only approved tyres and wheels and the specified wheel bolts/nuts.  = Fit wheel fasteners without lubrication.  Contact = your VW/Audi dealer."
 
Since Volkswagen felt strong enough = to go through the trouble of attaching such a specific sticker, and printed the no lubrication part in bolt print, I feel they must have a = good reason.
 
Where they placed the sticker would = make sense on my old bus model, with the spare in the rear, but not = on the vanagon.  Would have made more sense to put the sticker on the bag = that the jack is in, or on the jack itself.
 
I use an eighteen inch breaker bar = and socket with my wheels, since the provided lug wrench is too difficult to = use. 
 
Funny that the owner's manual gives = torque specifications, and a highlighted warning that "accumulated road dirt = must be removed from inside and outside of the wheel nut/bolt holes to assure a = secure mount...", but does not mention anything about not lubricating the fasteners.  Could be something VW discovered later.
 
By the way, this winter, the surf = got high enough to wash over the road in some areas.  We can = honestly say the we also have road salt in the winter in Hawaii.
 
Aloha,
Alan
"89 Wolfsburg
Honolulu, Hawaii