I'm pretty sure torque wrenches are designed/adjusted to be used on clean/dry screws without any grease on them. If you use grease, a torque wrench set to 5Nm will most likely click later = more torque than you've actually wanted.
I've got the Syntace one and have tightened screws (without any grease on them) for years without any problems. Especially for those super lightweight road bike handlebars it comes in handy.
With grease = 20-25% less torque.
Let's say you want to tighten your handlebars to 5Nm. With grease on the bolts you would need to set your torque wrench to about 3.8Nm. Or if you set it to 5Nm, you'd actually be using around 6.2Nm.