I deal with regulators/fittings on a daily basis (oxygen, hydrogen, nitrogen, helium, CO2, etc.). The brass threads on the regulator and tank should mesh well enough to form a gas-tight seal with minimal torque (not sure of the exact foot-pound required), so removal should require the same force, and I have never used a lubricant, and have never had an issue removing the fittings. I agree with the afore-mentioned safety suggestions that NO petroleum products be used with an O2 system. O2 reacts with everything, and the tubing used should be O2 compatible. Not hard to find that, most 1/4" gas lines are suitable for handling O2 (nylon tubing is acceptable).