Use anti-sieze. It has minimal lubricity but rather the particles keep corrosion to a minimum. And torque the dang nut to spec then ADVANCE the castle nut to the next hole. The only reason for a drum to slip on the axle is not enough clamping force. Another thing to remember is to have both the parts at about the same temp. If the axle has been sitting with the sun shining on it for an hour or two and you put a (relatively) cold drum on it, the wedge-mating will be incomplete. A drum that has been sitting in the sun with the axle in the shade has the opposite problem... it will go on farther and be a beast to get off later. Let them sit mostly assembled (pushed on by hand) with a towel or rag over the drum for a bit so thay are the same temp when you snug up the nut.

I also went the extra mile and lightly lapped the two together so there would be as good a mating surface as possible.

Mike!