They certainly won't come off if torqued properly, but they DO need to be Porsche-specific mating surfaces which are dished. You can buy generic steel nuts that have the wrong cut, usually straight and at some specific angle, and they are obviously bad for the wheels.
I clean and use just a smidge* of grease or silicon, not on the threads, but on the mating surfaces to keep them from galling the wheels. Too much lube and I find it radiating out from the nuts onto the wheel.
*Definition: (smidge) As close to a mono-molecular layer as I can manage. Similar to "skosh", "tad" or "dollup".
I imagine there might be others here who've forgotten to torque a wheel at some point in their lives... not me of course.