Dents can be caused by using lube on the shoulders, true.
Try using less lube in the shoulder area, should help, as far as how much you need, I would say that is somewhat trial and error, depends on which lube you are using.
Dents happen alot with new brass, especially with Remington and Winchester cases, I would not worry about it too much.
Really, you should strive to keep the shoulders lube free, you are not sizing the shoulder itself, though you might bump it back a little. You just want lube on the neck, case body and inside the neck.
If you haven't tried spray lube, Hornady is really good for large quantities of brass. However, my favorite, when using a single stage press in Imperial Sizing Die Wax. One tin will last most folks many years.
