Yep, I have been told before to put copper grease between the wheel and the hub to prevent galvanic corrosion.
Although all my alloys are rusted on the surface. I even had a flat tyre a couple of weeks back, so took it to the tyre shop which took the wheel off and found corrosion along the inner lip. It turns out that the rust had made the surface on the inner lip uneven, so the tyre couldn't seal properly. Never seen alloys rust as badly as the ones on these IS's.
If 3 of the pins had grease, but not the 4th, is the rubber seal on that one intact between the calliper and the slider?
As for doing it every year, it does appear to need doing regularly. If you service your own car, then yes, it is a pain. However, if a garage does the job, it shouldn't be a big deal to also get them to grease them for you.