Put it all together, bleed thoroughly, and drive back and forth (not on the road and with no hard braking) and then jack it up and see if it is still binding. I would not be keen to try to get rid of the problem by hard braking, You want it all lining up properly before you bed the pads and discs in as per instructions.
Does the piston go all the way back in? Tried levering it in (without the pad and opening the bleed screw)?