One possibility is that the heat shield behind the brake is touching the rotor. It is easy to get them bent in as they are thin. The tightest place is behind the lower ball joint. The reason they only scrape as you turn is the change in geometry of the suspension and load on the wheel.
They are not easy to get them clear of the rotor as when you bend them in one place, they bend in another. Work on getting them away from the rotors and see if this helps.
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Tuesday, September 27th, 2011 AT 12:56 PM