Recheck bearing clearance. If bearings where to tight on instalation, it will burn the bearing in a hurry.The brake rotor is already hot from normal operation, but when the bearing get hot, it adds heat to the rotor which will in turn, warp. Now it will shimmy when you brake.
Jack up the vehicle till tire is off the ground. put one hand at 12 o'clock, the other at 6 o'clock and shake the tire. You should have very ,very little play. If there more then about an 1/8th of an inch play then the new bearing is no more. Spin the wheel, if you here noise like grinding or a faint hum, then the new bearing is no more. Going only on what you are saying, it sounds like a bearing was over torked. Replace bearing and rotor and Adjust only to 0 clearance. I realy can't figure what else it could be without seeing it.
Hope this helps: chuck