Based on my experience with my cars they always over tighten the lug nuts. I've only seen one shop that actually used a torque wrench. Once they tightened so much that when I tried to loosed the one with a lock I broke the lock socket. This is when I stopped using the locking lug nuts. I've always re-torque my lug nuts since then.
Checking the torque also prevents your rotors from warping.
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2008 Boxster S PDE2
02 Boxster S Blk on Blk(Stock for the Wife)
88 turbo S (My Toy) slightly modified
Another good tip: use a (steel)brush to remove any corrosion/oxidation that has built up(if any) on the inside face of your wheel that sits against the hub. If you're specially somewhere that experiences heavy snow during winter. That corrosion/oxidation will prevent you from properly torqueing your wheels on.
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'99 Porsche Boxster 986 - weekend car
'04 BMW 645ci e63 - daily driver
'98 BMW 528i e39 - dog carrier
I'm pretty sure Porsche is suggesting an anti-seize and not an oil/grease on the lug bolts. Something similar to the anti-seize that's applied on spark plugs..
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'99 Porsche Boxster 986 - weekend car
'04 BMW 645ci e63 - daily driver
'98 BMW 528i e39 - dog carrier