I often put three or four tiny scrapes of candle wax on the threads of aluminum filters or adapters before first use; the end of a birthday cake candle every inch or so around the circumference. That provides a slight lubrication that works into the thread but otherwise doesn't migrate much and seems to smooth out their operation.
I would advise not getting too gorilla-like in tightening such rings, just enough they don't wiggle or wobble.
Some folks tighten filters like a pipe fitting, causing problems that need not exist in the first place.
Filters and SURs are flimsy, having no strength against deformation.
Trying to separate those two parts seized together is particularly difficult since significant pressure will bend them out of shape.
Filter wrenches may or may not work.
I bought a set of cheap step-up and step-down rings and too many times, there were vignettes on my pictures. The size of my rings average down between 3 & 5 mm. I don't know what to think of that but I use less and less those rings.
One thing for sure, what matters the most is the ring size or tightening as DWThomas said. tightening is the rule, so far.