Yup, most iridium plugs come pregapped from the manufacturer, hence the little cardboard caps they put on the ends. Still, doesn't hurt to double check, just make sure you don't rock the feeler gauge and try and jam the next larger one in, pretty easy to chip iridium, since it is so hard.
As you mentioned, NGK puts a dry film lubricant on the threads - anti-seize is not required to be put on the threads. Most DIYers tend to go a little overboard with lube anyways, so they are trying to help out. Too much lube can actually cause problems, squeeze past the threads and cause a potential hot spot.
As for the plastic bolts - those are tough to pop off without breaking. I broke off mine after the second or third time I removed the cover. Some owners end up replacing those plastic clips with conventional threaded bolts or use a stud and acorn nut / wing nut. A pretty lightweight piece, if you had to - you could just use the two bolts on the front to hold the whole thing down in a pinch.
Quick tip: look down the plug well after removing the coil on plug igniter - just to make sure there is no pooled oil or other debris in there. If there is, you can dry it up with some paper towels or blow it out of there with an air compressor and blow-off tool.