1. The grease is maybe going to work. (silly)
2. Mine is tight but not that tight and know this, (mine at least) is NOT a ratchet type cap, where you turn it until it CLICK, CLICK, CLICK, CLICKS...
3. If it's a problem, go to a local parts store and buy an aftermarket cap one that has the ratchet style. (RTM)
Canadian Mazda5 gas caps are already ratchet type
4. I think Mazda was in on the thinking the tighter the cap, less the evaporation of gas or spilling if someone fills their tank to the top.
Just my .02 worth. Oh and who here has made a little cable to hold the cap? I did.
This is standard for Canadian Mazda5 I think for US too
Peace!(rei)