Wheel "ticks" when going back to forward
 

It sounds as if the caliper weren't tightened down. When I roll backwards, then apply the brakes, I hear a "tick". Then when rolling forwards, the first time applying the brakes in that direction will give another "tick". It isn't the caliper. What else I should check?

If the caliper is well secured, the usual problem is that there's too much clearance between the pad and the stops - i.e., the pads rotate a small amount with the disc, and then bang into the stops.

If the stops in the caliper are worn, a new caliper is the correct, and IMO only solution.

If it's just that the brake pad is too small, if there's plenty of friction material left on the pads, it's OK to put a blob of weld on one edge of the metal backing of the pad, and then file it down to make a good sliding fit against the stop - don't make the fit too tight though, it might bind and overheat.