I put a dab of Old Zip Patch Grease on the threads, and I don't over-tighten. The same lube I like to use on patches and felt wads.
I would like to point out that nipples can be very easily cross-threaded. I think this sometimes contributes to the difficulty in removing them. I like to turn them in as far as I can, which is usually most of the way, just with my fingers, and only use the wrench to get them snug. If there is an issue with cross-threading, it's easier to feel it with your fingers than through the wrench.
Best regards,
Notchy Bob