You find that funny?????
Wait till I tell u a joke..

"and I've never had a blown head gasket"

By smearing them with grease....your problem may be breaking the bolts due to over tightening them.

I must be doing it all wrong then.
I clean the threads, both internal & external, till they are sterile, i then place a thin smear of molly grease on the bolts & a smidgin in the holes. I run the bolts in till they bottom to ensure even distribution of lube.
I remove the bolts, clean the deck, & install the head. I also lube with molly grease inder the bolt heads & under the washers. Just a light smear.
I tend to add about 5% to the recomended torque figure, depending on the engine, & the recomended torque, & retension at about 5,000 [miles]
I retension about every 1 to 2 years if i remember, & i have never lost a gasket, or broken a head bolt, in a road car yet.

I just can't figure what i am doing wrong.

I have always assumed that dry threads would give a wider variation, bolt to bolt, of clamping pressure due to the fact that, for many engines anyway, some holes would be "drier" than others. At least with lubed threads, the variation between fasteners wiould be minimised & the clamping pressure, even if slightly "off spec" would at least be reasonably uniform. Well, thats the way my grey matter has been working for over 35 years.
Personally, i prefer studs, even if they are a bit of a pain sometimes.

P.S. Feral
You're old fashioned. [well, you did tell us to]
Sometimes old practices are just tried & proven practices.

"some holes would be "drier" than others. At least with lubed threads, the variation between fasteners wiould be minimised & the clamping pressure, even if slightly "off spec" "

What u are saying kind of makes sense. The bolts in your engine may have a smaller variatian in bolt stretch. HOwever.........How does the manufacturer of the bolt,,,know which grease u are using. However you increase the variatian between DIFFERENT ENGINES.
Anybody out there, corectly if I'm wrong... but this is my $2.67 worth...

The manufacturer works out the clamping load required. They then work out the torque required to give the clamping load.
When u tighten a bolt, the bolt stretches, the manufacture works out how much the bolt will stretch for a given input torque. (ie the reading on your torque wrench)
As u tighten the bolt, friction is created between the bolt and the block. This causes the bolt to stretch and deforms the threads. As the threads deform, they increase the torque required to turn the bolt. etc
If you lube the THREADS.. you decrease the friction between the threads and the block..end result is that (for a gievn torque input) you end up stretching the bolt more. Worst case : bolt breaks.
The torque figures are given for CLEAN, DRY parts. nOt rusty, not oiled.

datsik, where are you getting your information from (that says "dry" threads, "never" oiled)?

As mentioned here, even Nissan has recommended lubed threads.

From my experience, not oiling thethreads is lunacy. I was taught to oil em by someone with a very sound grasp on engineering pricipals.

I was just reading up some other pages on changing headgaskets and the common theme seems to be to lighly oil the cleaned - rust free bolts. - see for yourself by doing a google search- There are alot of newer engines which use TORX style headbolts which apparently do not require oiling for the first few uses - and are supposed to be more reliable; as long as you have the TORX bit for the torque wrench.

The torx style bolts probably have a thin moly coating?