For what it's worth, I've never seen any discussion of resistance in wheel bearings. I suspect there isn't room for improvement there though I'm open-minded to hearing otherwise. I don't think the bearings themselves cause any measurable rolling resistance at all; they are some of the hardest steel around with some of the most perfect machining on the car, and just roll steel against steel.
There might be a little resistance from the grease, but not enough to measure and certainly not worth compromising the functionality thereof. You'll waste more fuel going to the parts store for new bearings than you'll save over the life of the experimentally-greased ones.
The only thing you can do is make sure to use the proper preload. Whatever procedure the OEM service manual says, do exactly that. It can differ widely. On my Buick the procedure was to torque the spindle nut to 12 ft-lbs or something like that, spin the wheel by hand to seat everything, back the nut off until it's loose, then turn it hand tight and install the cotter pin. On an Isuzu SUV my wife had, there was something involving hooking a pull scale (like you use for weighing a fish you caught) to the nut. On my pickup you torque it to 173ft-lb.
Too much preload will make it drag and burn up because it's compressing the bearing unnecessarily. Too little will make it flop around and lead to premature failure, and the un-smooth rolling would probably reduce fuel economy too...not to mention safety!
Here's what you CAN do, though. While you've got the brakes off you can install brake pad anti-drag clips/springs.
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If the VX didn't come with them originally then there may be a retrofit product. If it did then it is likely that they were removed and never replaced.