RE the smoking - I assume you used silicone rated for brake service? Maybe you cooked some lube. (I don't mean to question your ability but I'm trying to cover all the bases, please don't be insulted)
I have had some new pads smoke during the break-in. I've put pads on my Alfa that said to do ten 30 to 0 stops in a row which really heated them up, the textars I put on the Benz had break-in instructions that I do not recall mentioning "going easy on them". I think most brake pads need to be "bedded in" by getting them good and hot.
I have changed many a GM brake pad and I have received the wrong pads once - they were TOO DARN THICK like you said. Many GM applications use the same backing plate with varying thickness pads, I ASSume, so the probability of getting a incorrect pad is high. If you really cooked the rotors (Evidenced by a shiny multicolor appearance and reduced braking action) get new pads and if necessary reface the rotors with a small disc grinder with a 400 grit disc, forming radial scratches; this can be done on the car although it takes some maneuvering (do it with the old pads on there if they allow the rotor to turn).
Are you SURE you got the pistons all the way in? Some vehicles need to have the piston turned as if being screwed in.
Sorry for the long answer....
P.S. I guess this means there is no GM forum like MercedesShop.com
-Tom