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One other point on rebuilding the rear wheel bearings is that once you set up your new bearings dry, you then pack them with grease and put it all together. They will seem tight after they are together with the grease packed in them. Don't take them back apart to remove shim at this point. It's fine.
I've done a lot of these and have had more than one person come to me who removed shim because they felt too tight then they were loose after a few miles. These guys all were capable enough mechanics and would have been fine if they had left them alone after the first install.
For some mysterious reason I haven't figured out yet, the play always increases 0.002-0.003 when I grease the bearings so I get it close with the bearings dry and then grease them up for the final shim selection.
Markus, there is NO physical way this can occur.
You have to make sure you seat the bearings by turning the spindle BEFORE you set the indicator to zero. Pull down on the spindle while turning it to seat the bearings. It is impossible to increase endplay by adding grease.