So I just installed pinhead locking skewers on my bike, using the instruction manual. But the wheels now have a large amount of friction. I installed all the pieces as tightly as possible, could that be the cause? Or do I need to grease the skewer first?
2'as tightly as possible' - Its incredibly rare this is the correct thing to do on any bicycle. I suspect you have over tightened the skewer, which has over loaded the pre load on the bearings. Refer sheldonbrown.com/cone-adjustment.html– mattnzJul 16, 2017 at 22:27
2Skewers (of any variety) do very slightly compress the axle and hence tighten the bearings. Normally this effect is very minor, however -- not enough to go from a freely turning wheel and "a large amount of friction". I suspect that you have the wheel cocked in the dropouts and the tire is rubbing against the frame.– Daniel R HicksJul 17, 2017 at 2:55
@mattnz the key (pictured in an old answer of mine) has very little leverage; it's only a 5cm lever. Unless you have very strong fingers you're not going to be much over the 8Nm specified (at 5cm that would mean 160N or the equivalent of lifting 16kg with one finger. Hand tight is good here. I actually think there's too little leverage in the tool -- I'm not too weak and sometime struggle with undoing, especially in the rain.– Chris HJul 18, 2017 at 9:42
The skewer isn't an axle so nothing rotates and it and there's no need for grease. It's more likely that the wheels aren't completely straight in the dropouts causing the brakes or tyres to rub. I tend to tighten the skewers with the bike's weight on the wheels, rather than on a work stand. But you should also check the sequence of components again as well.
Finally the tab washer supplied with pinhead skewers these days may be the issue. The single tab goes in the dropout, after the skewer. It's just possible that even installed correctly this washer doesn't sit in the right place and misaligns the wheel. One of my bikes had pinhead skewers from new 7 years ago without these washers, with no problems; I've just added them (when fitting matching skewers to my new bike).
Are you sure you didn't overtighten the pinheads? They caution you against using any sort of tool to gain leverage. They should only be as tight as quick releases.
The key for the skewers is designed in such a way that it's really quite hard to get a tool on for more torque. You could probably get a large adjustable spanner across two flats but it would be hard to hold everything together and the rest is curved and tapered. I've had trouble undoing mine in the past, never whe I've had a good range of tools to test. But +1 as if the OP did use a spanner that could easily cause this.– Chris HJul 18, 2017 at 9:31