I'd wait till it's not so new and see what it's doing then. Of course you should check everything you did during the install of them to be certain you didn't cause the issue. Same for rotor if it was also recently replaced.
You might bed them in if you haven't done that. However, when done wrong, you'll have more costly resolutions. If you just keep riding it and braking somewhat firmly when you get the chance, then it'll eventually in 150 to 300 miles be bedded in. If you do try to bed them in, then remember not to come to a complete stop. Let the brakes cool by continuing to ride for a time after each application.