I have no experience with your specific vise OP, so my following post is a generalized brainstorm intended to help.
I would disassemble and clean first. Then inspect thoroughly. Sometimes metal chips can be left behind from manufacturing processes, and even a small chip could lodge in the threads or in between dynamic and static jaws and cause problems. Could also be a burr somewhere causing the friction. Look closely anywhere there is a machined surface near a moving part, including on vise body. Look for gouges or scratches, they will lead you to the burr.
Also pay attention to the spindle threads themselves. Do they look uniform? Any obvious signs of damage? It doesn't appear that way in the pic, but we can't see the whole thing.
Also check the nut itself. Any threads inside you cannot see, run a 90° pick through just to make sure no surprises hiding in there. Next...this might be difficult to do, but see if you can check nut alignment in the vise. If the nut was factory installed incorrectly, it can cause racking and roughness in turning. Again unlikely, but I have run into older vises with this issue. However they are always American-pattern cast iron vises that have damage to the dovetail area, not a forged vise like yours.
Have you opened vise to max opening yet? If so, was it rough for the entire travel? Also, is it still rough if you back the vise all the way apart and free-spin the handle in the bare dynamic jaw?
One last possibility I can think of is a bent main screw. This may or may not be visible to the naked eye, would be easy to check on a lathe. If no lathe access, you can use the old "roll it on a flat surface" trick or hold it up against a straightedge. Again unlikely in a new vise, but vises are made by people, and people aren't perfect.
As far as grease...get all of whatever the factory oil is off the spindle and nut. It's personal preference what to put on after that. The manufacturer may even have a recommendation.
One last thing...another poster suggested polishing compound or other abrasive grit applied to smooth things down with normal use. I would advise against that- if vise is rough to open, you could stand there constantly opening and closing the vise for a week and not see any results. This may work better with cast iron, im skeptical about this method with a forged steel vise, but that's JMO. Ultimately it's still just a bandaid covering the initial problem.
