I got my brakes bled today, and have the work checked.
So, it was air just after all. They also found the rear pins and springs wasn't fitted properly which was causing the click.
Now, I have to say that the brakes are absolutely fantastic! Forget about my review above, it is 100x better. I can modulate the brakes so easily now, very consistent and you know exactly how much brake you have got. No noise (except for a tiny click which was from a small gap about 2mm between the pads and calliper).