I use copper slip on my wheel bolts to stop them seizing. It's vital that the seat (which is the friction surface not the thread) remains free of grease as that will cause torque applied to rise excessively when tightening. The wheel bolts protrude through into an area of the hub where they become contaminated with corrosion, so much so that a few weeks after buying mine I wanted the wheels off for a refurb and with the assistance of an extension on my breaker bar they eventually yielded after 3 hours. All of the bolts showed distortion to the thread profile and were agreed to be scrap by Peter Cooper and were replaced under warranty.
They also confirmed that under normal servicing conditions the wheels never come off. They also bleed brakes with wheels on, so make of that what you will.
When I used to service my own vehicles I did all that the OP has mentioned and would agree that these tasks are required, I've resolved all sorts of issues with this approach. The frequency is up to the individual. Hats off to the OP I say.
As to main dealer servicing, you don't get value for your £100+ per hour but it makes some people feel better.
From the dealer I had bits of my OE air filter missing, discovered that one rear shock had been replaced, not a pair. JKM inspected my vehicle on day 2 of ownership and resolved these issues and others that it was not the policy of the main dealer to address unless expressly requested.