Yerp, Philking has got it in one..
OK, you know the little shim thing, that sits around the piston/body...thats prolly all shiney, hence, when you do it up as tight as can go , it will still move...Mine was doing this, all the other day and i couldnt work it out.
Then i did it up as much as i could, and i could still turn the magura with my hands...so, instead of taking the shine of the shim, i went for the bodge option...whilst riding to the next location i saw some tape (tape that you block an area of with ) and i just rapped that round my magura,quick fix, but it works, and it move a mm :)
easyyy