Anti-sieze is a lubricant. I would not use it.
Lubing the thread alters the torque. In general, lubed threads on bolts are supposed to be torqued to a lower value to achieve the same clamping force. If you're using a dry torque on a lubed bolt, you're probably generating 15-20% more clamping force, which can result in stripped threads.
09 E90 AW ///M3 6MT
07 LBP S2K