Both Tom S. and skypilot are right! The Ford manual for my '06 Superduty, specificies one drop of oil on the top part of the nut that also has a captive washer looking thing between the flange and where the nut wrench would go as you are installing or removing the nut. I guess the drop of oil is supposed to provide some lubrication between the two parts of the nut (I don't know why nor do I worry about it), on the other hand there should be NO oil on the nut's flange face where it contacts the wheel.
I do this and it is a pain to apply correctly. I dip my finger in the oil and let one drop drip onto the inside of the washer, then install the nut, keeping the nut flange face clean. I rotate my wheels/tires every 5,000 miles myself and with 32 lugs to take off, and put back on, this can take a long time. About every other time I try and find an opportunity for my local tire store to do this since they will do this free but they don't bother with the oil and I don't request it of them. Shame on me for not using the oil all the time but I haven't had any seize or removal problems (yet).
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