I don't put grease or anti-seize between 刹車片與shims. But other people do. Did you put some grease or anti-seize on the retainer clip where it makes contact with the pads? or the edges of the pads? pads need to travel on the clip freely. I will post some internet pictures.
I also put some rubber like material on the back of the pads where it contacts the piston, to avoid the high pitch squeaky sounds.