When I install my pedals I use grease and a pedal washer. I just get them snug so that if they tighten up (progression) I can still get them off.
A friend brought one over that I couldn't budge and the local shop couldn't get it off. I found a u-tube video that shows wrapping a stuck pedal in a plastic bag full of ice and letting it sit for 10 minutes. The thing came right off!