Sportsvan, twotired is both right and possibly wrong, right in so far as the taper on the end of the bleed screw and the matching surface in the bottom of the screw port are where the actual sealing takes place and you need to take a very careful look at these surfaces to see if there's an anomaly on them which is allowing fluid to pass it.
Its common wisdom to change the bleed screws if they've been fitted for any appreciable time and they might have been difficult to remove, due to the pressure some people put on them when tightening them it can weaken the screw and cause it to shear next time you want to slacken it off to bleed the brakes.
I recently had a chat with a mate of mine on this very subject, he's a very experienced vehicle fitter, and he recommended using PTFE on the threads of the bleed screw, but do NOT use it on the sealing taper, you don't need much, just a couple of wraps round is sufficient, what the PTFE is intended to do is stop the steel bleed screw seizing into the alloy body, its not intended to act as a seal.
your problem is going to be something to do with the sealing taper on the screw and the mating surface in the caliper, concentrate on those, you could also try using some copper grease on the screw threads when reassembling.
