I appreciate everyone's feedback. Let me see if I can answer all 3 replies at once.
No there was no debris, I did not have any parts left over, and I did have the OEM pads. And of course I put the disk brake synthetic grease on the correct side of the pads. :)
I also used a ton of brake cleaner on the new rotors to remove all the cosmoline from the newly packaged rotors.
I found the issue with the brakes. As it turns out some of the newer non-ceramic (semi-metallic) pads need to be "seated". You can search for this procedure online, but in a nutshell here is the correct way to "seat" semi-metallic brake pads.
I drove the vehicle and did some mild stops to warm everything up. Then I did 10 hard stops- from 60 mph to 20 mph (not a full stop) with enough brake pedal to ALMOST engage the ABS. Then I drove it to cool the pads. I then did 10 more. Yes there was brake smell, and even a little smoke, but this is the procedure. The key here is to AVOID COMPLETE STOPS until you have allowed the brakes to return to normal temperatures. This prevents creating a high spot on your rotors.
Take home on disc brake pads IMO.
Non-metallic will not wear down rotors as fast, but need to be seated. Ceramic pads don't require seating but will eat away your rotor faster. In today's automotive environment, replacement rotors are often just as much as getting your original rotors turned. Next time I am going ceramic!
Thanks to all that replied.