PB blaster.
Any O2 Sensor safe high temp copper anti sieze will do the trick. Permatex is probably the most common brand, and a big tube will go a long ways.
I *expletive deleted* hate O2 sensors, spark plugs, and exhaust manifold bolts...
And this thread reminds me that it's probably getting towards that time to pull the plugs, regap them, put on fresh anti-seize, and reinstall them. Last time I pulled them I was blessed that they came out without a hitch and I did put a healthy amount of anti-seize on each of the new ones I installed.