How did you bleed the calipers? I've found that using a piece of plastic tubing and using lever pressure allows some brake fluid to remain in the bleeder. And that little bit of oil is enough to make the threads "weep" for a long time (on the side that doesn't have the rubber O ring).
I went through the whole "seated, a little tighter, and a little more, check surfaces, new bleeders, tighten, tighten more,..." thing myself some time ago when I used an "automatic brake bleeder" (basically a plastic tube with a one way valve in it) and used lever pressure to bleed. Whatever I tried, the threads on that non O ring bleeder kept weeping. And when I was ready to give up, I used my SBS brake bleeder system and all was fine.
Now the side that has the O ring doesn't weep just because of that O ring. It seals the threads. And that's also why most bleeder screws have some sort of sealing agent pre-applied.
Just think about it, if the mating surfaces didn't seal, you would loose quite a bit of brake fluid through the bleeder hole on top of that screw and loose pressure at the lever.
Kevin, that's what was bothering me. Couldn't figure out why it was weeping around the threads and no fluid coming out of the hole on top.
I was using one of those fancy one way valves, didn't think it was working all that great. Went back to the old fashioned way,open bleeder , squeeze,close bleeder, release lever,ect. ect.
Got the new bleeders, no coating on them. For now they will stay in the toolbox.
Glad to see I am not the only one to have this problem.
Thanks to everyone who helped.