What you describe sounds like what happens when one WD40s semi-worn ball bearings and then reinstalls them without applying new grease. But these headsets are brand new? Sounds like the grease has gone bad. Clean it out and use new grease and don't over-tighten the headset. Excess grease should ooze out when headset is tightened, but the grease itself shouldn't drip/flow like a liquid. You also don't need to over-do the amount of grease.