I usually use a length of 2x4 on the tire for this task, also you should really use anti-seize compound but grease will probably do the job. This problem plus loosening the lug nuts makes you dread the possibility of a flat on the road. I use a 3 foot pipe to give me added leverage to crack lug nuts at home but don't carry one in the cars. BTW lubricating lug bolts/nuts not usually recommended, but I hope you used a torque wrench to properly tighten them.
I don't look forward to rotor removal either and there has been many a tale of woe (pounding, heating, even cutting) posted here about removing them.