Any grease you want on the splines will be fine. Its presence there would only be to prevent seizing, the splines don't move when the hub is all torqued up.
The caveat you do want to know about is that when you tighten the CV joint nut, you FIRST fit a large, thick flat washer WITHOUT the split conical washer in place. Torque the nut to full specified torque then carefully loosen the nut and remove the flat washer. Fit the split conical washer and re-torque the assembly to the specified torque and install the cotter pin. Torquing with the flat washer first insures that all the axial play is taken up before the conical washer is in place. If you skip the flat washer step there is a possibility that the conical washer will "bite" prematurely preventing you from taking up all the axial play.
Removing the hub from the car may sound like more work than you wanted but you will find it much easier to lap the balljoints and shim them with the hub held in a vise. It is worth the extra time to remove the hubs. As for removing/separating any and all of these tapered stem ball joints, you will have the best luck with a scissor type splitter. Loosen the small nut on the tapered stem but leave the nut in place to protect the threads. Fit the scissor type splitter and tighten it up until it seems way too tight. Then strike the tightening bolt on the splitter with a hammer (like you were driving the bolt as a nail). The shock under load will pop the joint apart easily. Do not count on simply tightening the splitter and skipping the hammer blow.
EDIT: Jaydee and I were typing at the same time. The splitter he posted the link to is the type I was calling a scissor type. You will find generic ones at places like Harbor Freight. They will be a little big but you can put pieces of scrap metal, nuts, etc between the moving jaw of the splitter and the ball joint to take up the space when using a larger splitter.
Edited by dklawson, 06 August 2012 - 12:02 PM.