One more comment agreeing with advice NOT to use anti-seize on the lugs. As for climate, if the lugs are properly torqued you shouldn't have any issues regardless of where you drive.
08 E90 | Jet Black / Black | 6MT
Mods: RAC RG63 w/ Pirelli Corsa 255F/285R | Akrapovic Evo Exhaust | OEM Blacklines
Winter Setup: OEM 18s w/ Nokian Hakkapeliita R 245/40-18