rotor/caliper issues

[rlsjr]

I have a "05" 4.4 x5, and I have 2-sets of wheels/tires. 18-inch for the winter here in Chicago, and then 20-inch 168 wheels for the summer. 2-weeks ago when I swapped to the 20-inch wheel setup, after approx. 1-week of driving, I noticed that the steering wheel was shaking a bit when I applied the brakes at around 50-60 miles per hr. So I took it into the BMW dealer yesterday in Northfield. The 20-inch wheels are perfectly balanced, so could it be the rotors are out of round, or possibly a caliper issue. I had rotors changed out approx. 6k ago due to the same issue, and at that time the x only had 36k miles on it., and that was when I had the 18-inch wheels on it, prior to adding the 20-inch wheels. is it possible that the rotors that were changed at 6k are defective?