Problems like this plague my small brain... In thinking more about this, it just almost seems impossible that wheel movement can be the cause of the clicking. All of the wheels are hub centric so there's virtually no shear forces on the lugs/seats - just the rotational force. And then you have (5) tapered lug nuts - any two of which should really be able to do the job, but we have 5! Then I started thinking about maybe the unique (CF) wheel is somehow flexing... but we all know that one of the greatest properties of CF is how stiff it is, so I doubt it is any kind of wheel flex. Finally, and further complicating the issue, we have the fact that messing around with the lugs and dry lubricant somehow eliminates the sound - at least for awhile. So, yeah, there's a lot of evidence that it is the wheel... and maybe it is,,,, but maybe which should also be looking elsewhere? I'm thinking about the rotors, and how much more likely it is the rotors that are making the noise. With the wheel torqued against the hat, I'm thinking that it could make the sound go away. As we have discussed, applying any kind of lube to the tapered surfaces and then torqueing to the same shown torque value will in fact apply MORE torque as compared to a dry surface. This higher torque can mitigate or eliminate the click in the rotors.
So, my small CPU brain is thinking that it may be more probable that the rotor is making the noise and not the wheel at all.
Have a look at this
VIDEO of a rotor cooling...