man, sounds like you have it all figured out. great pedals, I just bought 2 pair. As far as the grease on the threads, well when you see what it is like removing the old pedals, you will know why I guess. Remember Left pedal is reverse thread- Just always turn the wrench to the back of the bike to loosen.
edit to add: I think I used a 5/8" wrench and a 4' pipe to remove my old pedals. That may not have been the best mothod, but it worked for me.