You can't seal a bleed nipple with teflon tape around the threads - if you still have the old calipers, take one of the nipples out and have a close look at it.
The bleed nipple has a longitudinal hole drilled almost all the way through it, the threads don't go all the way to the end and on the unthreaded portion is another hole that goes sideways to meet the first hole. The very tip is tapered and that is what seals on a matching taper inside the hole.
When you open the nipple to bleed the brake you just back it out a half turn or so so that the taper lifts off of the seat allowing fluid to flow out through the holes. Your leaking nipple might just need to be tightened down, or it might have some sort of foreign particle preventing it from seating properly, or it might be damaged (either the nipple or the seat in the caliper).
Try tightening the nipple as the first step, if that doesn't fix it, have someone step on the brake pedal whilst you back the nipple out half a turn and then tighten it - the pedal will go all the way to the floor when you release the nipple, make sure they hold it there until you tighten.
If neither of the above steps fixes the problem have the caliper replaced - hopefully you have some sort of warranty.
