Speakers sound too bright.

No experience with ML, but the first thing that I would do is get a real pair of speaker cables.  Check some threads online for cables that work well with ML.  Good luck!

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.  
    

I would think you would have noticed this when you auditioned the speakers.  I hope they covered their return policy when you purchased them.  Did you read any reviews?

Break in and room acoustics are both very important. Find a playlist, any playlist on your favorite streaming service and let them rip for a couple of days.  Then try listening to them again. Carpet, book shelves with books, curtains are some simple things you can use in your room. Here’s a cheap way that I still use.  I bought one of those cheap, foldable room dividers and tossed a comforter over it. 
 

All the best.

Please let us know how things are sounding after break in.  You may get some very noticeable improvements.  It will be a question of if it's enough to make you tap your foot!  Good luck and cheers.