How are you bleeding them? Gravity, helper pushing the pedal? If you're using a vacuum bleeder, you're sucking air around the threads of the bleeder screw.
If you catch it just as the master cylinder runs dry, that alone is not cause to bleed again at the wheels. Just pry one caliper piston back in to force the brake fluid and any air back into the reservoir. You can also fill the reservoir, then stroke the brake pedal a few inches very slowly a couple of times. When you push it, the brake fluid will go down, then the air bubbles will tend to float back up. When you release the pedal rapidly, the brake fluid rushing back will wash the air bubbles back into the reservoir.
As for the brake pull, check that fluid will bleed from all four wheels. If you find no fluid coming out from one front wheel and the opposite rear one, I have a fix for that.
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Friday, May 18th, 2012 AT 7:11 AM