I think that the main concern is the lubricant evaporating or  sublimating.
However, there are stepper motors with special lubricants  that will work in a
vacuum.  For example, see the stepper motor at the  following address:
_http://www.dmicrotek.com/15mmmotors.htm_
(http://www.dmicrotek.com/15mmmotors.htm)

Generally, stepper motors don't rely upon air flow for cooling, so I don't
think that over heating should be a concern.

There are stepper motors without permanent magnets, but I am not sure why
you would want to use one.  What are your concerns?

I would be reluctant to try to alter a stepper motor.  The  electromagnetic
fields are much more finely controlled than in most other  motors.

Regards,

Todd