I had used some anti-seize compound on mine; never again. Removal required lots of penetrating oil, heat, cooling (spray freeze or an inverted keyboard duster can), pounding, then about 24 hours with a puller near the point of breaking. At some random point, I was 30 feet away from the boat and heard a bang; the thing had finally come off.
Current method is to use regular bearing grease, and tighten just enough to keep the nut from falling off. I no longer crank the wheel onto the shaft.