Conventional practice is to install without lubricant, and to force the propeller far enough onto the taper so it will stay there - even with full reverse thrust and torque. This is for props with 'standard' tapers - 3/4" per foot for small shafts and 1" per foot for the big stuff. Of course, there are exceptions to every rule.
I've seen commercial ships using very shallow propeller tapers, where the propellers are installed and removed using hydraulics. They pump high pressure oil between the shaft and the hub, which expands the hub and allows a hydraulic device to push the prop onto the taper. These designs have NO key and NO nut. Once the propeller is advanced, the pressure in the hub is released, locking the hub to the shaft. Then the 'pusher' is removed. To remove the propeller, they just pump pressure into the hub and off it comes!
Oh yeah (to answer the unasked question) - force the prop onto the taper using the fat nut. When it's 'gutentight', remove the fat nut, install the skinny nut, reinstall the fat nut, jam them together, then the cotter pin.