A little smear of copper grease wont affect wheels bolts at all, total nonsense.
If youve been driving with bolts loose theres a chance theres damage to the bolt thread / hub thread or even the wheel itself so check throughly.
Make sure you torque them when done, 100nm iirc.
I see where you're coming from with that but like all things in life, it isn't always that simple.
In an ideal World you're right but you have to remember that a torque setting is calculated to install a certain amount of pressure into the components to keep them in position and a calculated amount of friction in the threads to prevent them dismantling.
The forces that are to be installed in the fixings are calculated making an allowancee for the desired condition of the fixings. Either clean dry fixings or lightly oiled ones.
In this situation, Renault should specify somewhere.
Using a lubricant like Copper grease
could mean that you overtighten the nut or bolt to achieve the correct torqueing value and in doing do you damage or deform the threads due to the change in the frictional characteristics of the nut/ bolt union.
In extreme circumstances, the thread will strip before you hit the correct torque.
I could talk for hours about this as it is a massive subject.
God, I am so very, very sad.