I think there is such a thing as a thread chaser that is similar to a tap but doesn't cut away material like a tap. I have a set I got from ecs tuning that I used to clean up some threads and it worked pretty good.
Since I take off the calipers semi-regularly (not tons but more than a street only car) I've got a set of the Tarett caliper studs. They were expensive but I love them. Sometimes discounted sets show up on rennlist for sale.
Anti-seize... I use it a fair amount but don't have any official guidance... I think as long as you don't get it on the head of the bolt where it clamps the surface you would be ok. I used some on the ball joint ends of my lca and tie/toe rods when I replaced my suspension
