Had same problem even without heated grips. The housing for the cable wasn't in the right position and out a small bit. Those two allen bolts on the cable housing.....open them and try different positions (moving forward or backwards) a few millimetres at a time while twisting the throttle. You will find it either snapping back or getting more tight depending on the direction you go. Eventually, you will find the spot/position where the throttle will snap back.
P.S. Using a bit of common sense.....If you had no problems with the throttle cable snapping back before installing the heated grips....then natually, your cables are perfect and don't need lubing at all so you are wasting a lot of time and energy there. If they are sticky now, they would have been sticky just before the heated grip install.