The video that was posted earlier in the thread was made by a lubricant manufacturer, slightly biased in spraying crap about more than needed IMO.
The faces of the hub and disc need to be cleaned, no dirt, no burrs and definitely no grease - steel to steel contact is required to guarantee the lowest axial runout when the disc is rotating.
A small smear of high temperature anti-seize grease on the back of pads won‘t hurt but in many cases also won‘t have any benefit.
The brake caliper sliding pins must be clean and lubricated, as far as I’m aware molybdenum disulphide grease but check the VW manual.
The wheel centring hole can have a small smear of high temperature anti-seize grease to prevent the wheel jamming on the hub, especially if alum’ alloy wheels.
Less is more unlike the lubricant sales video.