Oil in the radiator, huh? Not a good symptom. Was it doing the exact same thing before they replaced the HG? Is there any gurggling in the heater after morning start-up? (another telletale)
There's a possibility the HG were put on wrong or faulty, but it is doing the same thing as before, that makes ya wonder.
Do this:
1) Remove the spark plugs and arrange each one so you know what cylinder it came out of. If you find one which appears super clean that's probably the cylinder where the leak is coming from (gets steam-cleaned from the coolant).
2) Sniff in the radiator ...do you smell combustion smells?
3) You could apply air pressure to each cylinder and see if you get any bubbles in the radiator (to know what cyl is the culprit)
4) Probably wouldn't hurt to put some dye in the oil and see.
5) Make sure the thermostat is operating fine ..which it seems like it is.
There could be an oil leak and not combustion related ...but if you're having coolant belch into the overflow. If I had the heads removed, I'd take the heads in and have them pressure-tested, and checked for straightness. If it IS the HG, a guy can almost always see (on the HG), upon very close inspection where the failure-point is. Sometimes a split between the gasket layers, or a pinhole, etc.