GMC 2006 Sierra - Manual (Page 514)

8. Install the spare tire.
{ CAUTION:
Never use oil or grease on studs or nuts.
If you do, the nuts might come loose.
Your wheel could fall off, causing a serious
accident.
9. Put the wheel nuts back on with the rounded end of
the nuts toward the wheel.
10. Tighten each wheel nut by hand. Then use the
wheel wrench to tighten the nuts until the wheel
is held against the hub. Front Position - All Models
5-102