You should use antisieze even if you tighten the pedals with the proper amount of torque - in the neighborhood of 300 in-lbs. Using antisieze and the proper torque is the best solution.

Fixed that for you. Anti-sieze compound is not glue.

+1. Anytime you're putting different metals together (steel and aluminum alloy, in this case {usually}), you want antisieze, not grease.