Instead of grease, you might want to try an anti-seize compound. Although grease is usually fine (I use grease), perhaps you have some odd incompatible combination of bb cup and shell material. Also, I always clean the threads before I assemble, using a rag and a wire brush to knock off any foreign matter from the thread surfaces, then grease them. Perhaps you had some dirt or a stray metal filing in the thread area. Also, I find a penetrating oil (like Liquid Wrench) works better than WD 40.