Are the pistons fully seated?

Are the rotors the correct thickness?

Are the pads the correct thickness?

Once you answer these questions then you will have your answer.

Disc brakes have no return spring. Once you drive a bit and stop, if you jack up the wheel it will spin.

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1998 C230 330,000 miles (currently dead of second failed EIS, yours will fail too, turning you into the dealer's personal human cash machine)
1988 F150 144,000 miles (leaks all the colors of the rainbow)
Previous stars: 1981 Brava 210,000 miles, 1978 128 150,000 miles, 1977 B200 Van 175,000 miles, 1972 Vega (great, if rusty, car), 1972 Celica, 1986.5 Supra