I’ve always done dry in lugs. I do make sure my threads are really clean. I don’t think that anti seize is that bad on a bolt that can withstand a lot of torque. Just make sure you apply a thin layer on really clean degreased threads. Don’t plaster, use a torque wrench. Usually anti seize is applied in areas where bolts aren’t very accessible or rarely removed. People used to put them on spark plugs, but that is no longer recommended by most manufacturers.