Leave the grease on-it'll wear off. Installing the split link can be a pain but there's an easy way.
You'll have to shorten the chain, so grind off two outer links from your offcut (if you have an old spring link you can use that instead).
Position these links under your g-clamp (not string) and do it up. You're basically using these links as a spacer to compress the o-rings so you can get the retaining clip on. Tighten the clamp gradually, a bit at a time over about ten minutes (this avoids distorting the o-rings)
Leave this tightened up for about 15 minutes then take the clamp off & the retainer should fit on fairly easily. The o-rings will revert to their original diameter in a few minutes.
Don't forget-closed end of the retaining link in the direction of rotation.
I did a previous post as an answer somewhere regarding chain maintenance using diesel fuel, if you can't find it-e-mail me & I'll whack another one in.
It was shown to me by an old bloke about 35 years ago & works like a beauty.