Assuming it is a problem requiring lubricant:

The "WD" in WD 40 stands for Water Displacement. Great for cleaning wet road sludge out of chains, or an aid to scrub rust off of salt covered cassettes. As a lubricant though it leaves much to be desired.

Try PB Blaster as knowledgdropper suggested.

And make absolutely certain you grease the pedal threads when you put the new pedals in.