[Msquared]

I would strongly suggest NOT putting any kind of lubricant or film or gasket between the wheel and rotor hat or between the rotor hat and hub. The wheel and hat both depend on the friction with each other and the hub face to stay in place. That's why a clean (but not lubricated) surface and proper lug nut torque is so important. If you put anything between those surfaces that reduces the coefficient of friction or, worse, compresses (like a gasket), then the total friction force goes way down and the result could be failed studs. Just clean the surfaces and reassemble.