An over lubricated fastener is more likely to loosen more so than one that is not. There are specs for threaded fasteners outside of the drum world that specify not to lubricate, essentially assembly dry. I know it sounds wacko? its just a thought not a recommendation.
A wax type lubricant (such as chain lube) might work.
I'm sure you can get knurled nuts; the trick is the 12-24 thread... Perhaps you can get 8 or 10-32 ones and then drill and tap them to 12-24. The trick is getting the tap, but I'm sure they can be had for short money.
GOT IT: Duct tape!Walking
PS: I like the Yamaha solution, but getting them "finger tight" on all lugs before you go to the wrench is tricky... I don't have a "problem" drum at the moment, but I always keep those in mind because they keep the "clean" look of the drum. The snare is somewhat hidden typically so not a big deal.