Sticky wheel alloy rims

Last fall, I had quite an issue trying to remove my piano black OEM alloy rims to put my winter tires on. It seems that alloy from the rims and steel from the hubs have a malicious tendency to fuse together due to a chemical reaction between the metals. I had to unscrew the wheel bolts, put the car down and push it on the sides to unstick the wheels. It worked, but this spring, to prevent that hassle, I decided to grind the hubs with a wire brush and put a tiny coat of bearing grease on the hub and on the alloy wheels contact surface before mounting them. I used Lucas green bearing grease which is supposed to sustain high heat. This weekend, after a long highway trip, I noticed that there was traces of grease runs on one of my front rims. Fortunately, the brake disc has not been stained. But it seems like the grease option was not the best one. So, did any of you got the sticky wheels problems after summer and what did you do to adress it?
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Working in a wheel shop for 10 years there was nothing a 10 pound dead blow sledgehammer to the sidewall wouldn't take care of.

rust forms, but they don't 'fuse' as one of the metals is ferrous, the other isn't. Basically the rust is just forming dendrites in a confined area so it fills any surface imperfections (which can hold on to the rim, like a hug, but not becoming one with the rim).

Grab some copper anti-seize, it's inexpensive, lasts forever, has rust inhibitors, and handles extreme heat. You don't need much and don't worry about copper's position galvanically, since it's in grease it can't interact with an electrolyte. I use it like the old lady with Frank's.

Good suggestion Azmodon! Do you apply the anti-seize with a small brush? On the hub and on the rims contact surfaces?

just the hub is needed as it's that rusts, if the rim makes good contact you may actually see the pattern of the rims mating surface on the hub in rust, you can pay attention to those areas. I usually just use the brush it comes with to apply a small dab and then just smear that around. If you like to over do it a bit, there's no harm in doing the entire hub surface, just don't gob it on. The stuff spreads quite well and should be spread as thin as possible over the surface (for a few reasons, one of which is the sling you encountered already).