a grabbing brake caliper would most likely already be detected by a pull in the steering. Since it occurred immediately after the spark plug change that is the first thing to check. If the car is running smoothly, its unlikely to be down a cylinder but not impossible.
I love the o2 sensor, that means that the poor fuel mileage is from running too rich.
Reseating the plugs is the first thing I'd do, check them for fuel/Air mixture. the included picture is what I use for my motorcycle which is not fuel injected.
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77' 300D, "Cartman" SOLD @ 150K (didn't know what I had)
83' 300SD, "The Superdon" 325k+ @ 28mpg
95 E320 wagon, "Millennium Falcon" 231k+ @ 24 Mpg
95 E300D, "Sherley" 308k @ 33.69 Mpg, currently anticipating a head

99 Suzuki Intruder "Trudy" @ 45 mpg