Pictures are about as clear as possible.
No obvious indications of any flaw that I can see.
One possibility would be a heavy coat of
paint which prevented the lug nuts from taking an
initial set.
I'd say simply remove and retorque each lug nut, making sure all excess
paint is gone from the tapered seat and the wheel is snug against the brake drum.
torque specs vary from chart to chart (I use 90psi for 1/2" studs)
This will probably solve the problem... Then trust but verify after a few miles.
I assume that what may look like grease is actually only the bare metal where the lug nuts have been tightened.
Is there any indication of thread damage?
VERY UNLIKELY BUT...
Check to be sure that the studs and the lugs are compatible. That is to say both SAE threads or both Metric. (Threads not wrench size)