Tim...do you have two piece rotors ( I can't remember)? If so, and if the aluminium hats are anodised, the thing to do is to get rid of the anodising to start with so you have bare aluminium. The other thing to do is to clean the face of your rims. I used to have problems occasionally on the MY06 with the 5mm aluminium spacers occasionally sticking to the hats (I had to tap them with a hammer to release them.....this happened less when I cleaned them up.
Also what torque are you using on your wheel nuts? 65 ft/lb is enough.

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