I don't have a particular favorite. I use whatever kind of plain old grease that I have in the barn, (white lithium) is what I have right now.
If I'm burning black powder, no issues. Triple 7 does seem to grab onto the nipple threads more.
Over the years I have used anti-seize made with a couple of different bases, choke tube lube, CVA nipple grease, MP ("chassis grease") grease, teflon tape and nothing and never had any problems removing a nipple.
If you remove the nipple when you clean lube the threads and DO NOT tighten it down. I have a couple of antiseize greases and the nipples on my rifles are not cinched down, snug is all you need. If you don't remove the nipple that problem will be bypassed. Overtight is the enemy of a muzzleloader.
@hanshi makes a point,
Maybe your over tightening. Nipples only need inch-pounds of torque.
I've been using Permatex for over a decade and have had little to no trouble.
I use just a touch to a short piece of pipe-cleaner and then roll the nipple threads across that for even distribution,
when I clean a cap lock rifle I use tubing that fits over the nipple then into a bottle with warm soapy water. using a tight patch when drawn out sucks the water out of the bottle and when pushed down fills the bottle. after going back and forth barrel and nipple area are clean. I just take the nipple out and wipe the threads down never got stuck
It's definitely not all the same, but for this application it's probably all the same.
What I mean by that is, there are a lot of different types of anti-seize compounds with different properties. They're usually some type of friction modifier suspended in a grease. A few are molybdenum disulfide (moly), copper, graphite, aluminum, chalk, etc. They all have different applications regarding the base metals and the amount of torque you're applying. At work, we use Moly 503 and regularly torque things to 20,000 ft-lb.
That said, with a muzzleloader nipple all you're really doing is applying a grease-like substance to keep the fouling out of the threads. There are no exotic or very dissimilar metals involved, you're not (or shouldn't be) torquing it enough to gall the threads, and it shouldn't be allowed to rust together.
I've used anti-seize, bore butter, Crisco, and petroleum jelly on nipples, all with good results.
Got my first muzzleloader 40 years ago .Still shooting it . NEVER used grease on it anywhere. Several years ago bought a quart of synthetic motor oil to lube all my guns with . No problems. I remove the nipple every time I clean and have never had a issue.