By chance are the little springs inside of the skewer nuts put on the shaft backwards? I inadvertantly did this one time with Mavic skewers, and as a result the adjusting nut was sitting on the innermost coil of the spring, instead of on the drop-out's surface (i.e., there was a small gap). If the springs are cone-shaped, the smaller end should be on the inside (toward the drop-out face), and not on the outside (at least that is how it is with my Mavic skewers). Just a thought, anyway...