Mine did that when the deadbolt was not fully extending. Sprayed some WD40 where the deadbolt extends and locked/unlocked repeatedly to work it in. Tried again and no issue. Good luck!
David, this sounds like a tolerance issue. Some less expensive locks can exhibit what you are experiencing.
Your description sounds like a key/pin issue. A key maker could alter a new key to eat up that "hair", but the may not work in the other two locks.
You could always return the locksets for another set. I would not want to modify or do "stuff" to new locks.........
A Schlage lock, for example, is tighter tolerance and that means tougher to pick, and (usually) much better performance day in and day out.