Hmmm....number of possibilities...since you bought a used oil cooler, did you flush it out really well? If not, you might have to do that.
Also, over-tightening the oil filter will compress the gasket too much.
Using an off-brand oil filter might cause this problem
double-gasketing the oil filter accidentally (you don't take the old one off and so you end up with two on there).
A sticking oil pressure relief valve could do this--maybe it picked up junk from your used oil cooler?
I think there are two relief valves but I'm not sure where they are---I think one is behind the oil filter and the other at the oil pump?