Speakers sound too bright.

If you had speakers in the same room that sounded good to you, return the speakers.  I had the same issue with B&W 702 S2 towers.  The dealer told me to burn them in for 100 hours.  4 days later they sounded the same.  I returned them.  Life is too short.  A lot of good speakers available that will sound good to you in your room.  Suggest buying from a dealer or direct from manufacturers that will let you buy, try and return if necessary.  

I had the Motion 40's (same tweeter) and then the upgraded AMT tweeter (bigger) in the ML 35XTi, which was a good bit better that I could not go back to the Motion 40's.

The tweeter in the newest ML, the B100 (which is way more expensive) is the "gen 2" tweeter (35Xti being the first generation). The B100 has the "waveguide" built into the cabinet, but otherwise it is the same size. I could not hear a difference between the 35Xti (that I still have) and B100 I heard at Best Buy. 

I only bi-wired my 35Xti's, using Audioquest Type 4 or 5. If the manufacturer goes to the expense of adding a second set of speaker terminals, I see that as a sign that it does increase performance.

It certainly is not your DAC. I have an Yggy and it is not bright. Would suggest leaving it on all the time though. If you ever feel the case of the Yggy and its slightly warm, it will sound best. 

Someone mentioned using a better pair of tubes that came with your Preamp. That will help a lot. Probably should have done that before switching out your speakers as it makes a difference with all speakers. The JJ tubes that came with my Rogue RP-1 were far inferior to the NOS Mullards ($120 a pair) that I replaced them with. Most noticeably in the upper frequencies.

Your room, not treated, certainly has something to do with your perceived brightness. In fact, that may be where you could make the most difference using the least amount of money. 

I love AMT tweeters. But I generally listen to soft dome with a pair of Wharfedale Linton Heritage Speakers. Since AMT is relatively new to market (90's when the patent expired allowing the technology to be utilized by many- and blossomed in the 2000's) there is (as someone stated) a wide margin between low dollar AMT speakers and high dollar AMT speakers. Hence, if I had my druthers, I would have a pair of Wharfedale Elysian's (5K and up) which have a super AMT tweeter instead of the Heritage with soft dome I listen to now.

IMHO, the ML 35XTi with its AMT Tweeter provides better highs than the soft dome on the Linton's- at a far lesser price especially if used - but with the Lintons everything else is better mid-bass, bass, cohesiveness..etc. But AMT tweeters - good ones - really are a treat, especially with expressive tubes in the Preamp outputs. 

Just make sure your positive outputs from the amplifiers is connected to the positive inputs of the speakers and same with the negative side. Also get rid of the jumper straps.

@rwalsh07 Try one or more Akiko Audio tuning sticks on your Lumin, DAC, and/or preamp. In my system they definitely tame the higher frequencies.

The sound of speakers varies greatly during the course of break in. I try not listen to them during break in because inevitably they will sound awful at some point. I then think I have terrible speakers, when after they are broken in, they sound great. Try not to pass judgment too early.