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I did some additional digging. One guy suggests putting a little wd40 on each lug nut prior to tightening. Another suggested putting quarters in the slots prior to dipping.
Oh hey, both clever ideas!
Your suggestion makes me think you're dipping OEM wheels, using flat-washer lug nuts. As far as I know, two-piece lug nuts with a floating base is a design consideration for aftermarket tapered nuts, not flat.
