So a bit of Googling says, Grease - No, Copper grease - Yes.
Asking if it's ok to use grease on wheel nuts.
No, you generally should not use grease on your wheel nuts or studs because it drastically changes friction, leading to severe over-tightening, stretched bolts, and potentially a wheel coming loose, which is extremely dangerous; always follow the manufacturer's specs for dry threads, using only a clean, dry connection unless specific anti-seize (like copper grease) is used sparingly on the mating face and torque adjusted, which is rare for standard vehicles.
Asking if it's ok to use copper grease on wheel nuts.
Yes, you can use copper grease (anti-seize) on wheel nuts and studs to prevent seizing and corrosion, making future removal easier, but use it sparingly and significantly reduce the manufacturer's recommended torque setting (by about 30%), as lubrication reduces friction, or ideally, apply it to the hub face and studs only, not threads, keeping threads clean and dry as per best practice for accurate torque application, say experts.