Speakers sound too bright.

My experience with ML is they are not inherently bright.  The AMT tweeter dispersion pattern is not sensitive to floor/ceiling reinforcement and you said you experimented with toe-in.  Therefore, I would let the speakers burn in 300 hours before you critically analyze them.  That said, are the metal jumpers the “clips” supplied by ML which are simply a piece of copper, not a shielded wire?  When I had Apogee speakers, they came with similar copper jumper clips manufactured to the dimensions to slip between the terminals.  They had no shielding. The result was a grainy, harsh sound.  My recommendation is to use speaker cable, equivalent to or better than your current speaker cable as jumpers, or better, bi-wire the speakers. Both options improved the SQ of my Apogees, the bi-wire option significantly.  Bear metal jumpers can be a point source for EMI, including RFI, to enter your system which produces a glare like distortion.  I recommend trying this to see if it improves SQ.  Also, the AMT tweeter design has a wide dispersion pattern so I also recommend experimenting with side wall room treatment.  Good luck. 

Clarification:  the AMT design has a wide horizontal dispersion pattern, narrow vertical dispersion pattern. Therefore, no ceiling/floor reinforcement, but possibly side wall reinforcement.  

Some have suggested impedance matching as an issue.  Both your old KEFs and your new MLs have a nominal 4 ohm impedance.  The Schiit monoblocks are know  to be stable to 4 ohms and put out 350 watts into that load.   So, while impedance mismatches and amplifier clipping can cause high frequency grain and distortion like you describe, I believe it is a low probability root cause.  

Your ML model is an AMT tweeter design, not their usual large panel drivers they are known for.  While the AMT tweeter is less subject to beaming, it still has that characteristic compared dome tweeter dispersion tweeters like in your old KEFs.   However, you have stated you experimented with toe-in already. So you have ruled out this potential root cause.  
 

AMT tweeters are dipole designs but, correct me if I am wrong, I believe ML is not using the tweeter free mount like late 70s Heil speakers.  In this configuration, they are not dipoles and not as sensitive to rear wall placement distance as ML large panel designs.  Of course, rear wall distance is always important, but since the design is not a dipole, this would affect potential bass reinforcement or cancellation, and sound staging.  So I believe this is a low probability root cause. If I am wrong and they are using the AMT in a dipole configuration, rear wall placement may be a root cause.  
 

So what’s left:

1. Burn in as I and others mentioned in previous posts. 
2. Jumper clips.  Garbage for the can.  Experiment with a bi-wire  connection.
3. The tonal pallet of the design is not for you.  I would discuss this issue with your dealer and see if the dealer has other recommendations.  He will get the drift you are unhappy.  Therefore, if you wish to return, it will not be a shock.  Keep track of return policy deadlines.  
    

While checking internal and external wiring for correct phase is always a good check (noting internal wiring checks a difficult task that may void warranty) and out of phase wiring will potentially cancel or reduce bass output, cause potential, perceived brightness due to lack of base, it also produces a characteristic hollow sound and incorrectly wide staging effects.  I recommend you check but do not consider this a probable root cause if you are not hearing the characteristic hollow sound and staging effects.