Don't use a ratchet for very tight nuts, you may damage the mechanism. Better to use a breaker bar.
I'm not sure on the size, but it'll be a standard metric socket, probably a
19mm.Maybe the shop you went to last overtightened them. This is very common, especially where air powered impact guns are used.
Use of lubricants should be avoided if possible due to the danger of contaminating the brake surfaces. If you do decide to lubricate the threads when replacing them, remember that the torque specification given for the wheel bolts/nuts will be for dry threads, so you must reduce the applied torque accordingly.